Cigarette cards

I just finished my first complete playthrough last night. While I don't aim to 100% my next playthrough, I would like to find all of the cigarette cards. I don't know why lol. There were a lot of things that I feel I rushed or missed while playing so I will be majorly slowing down for this playthrough. My question is, how does everyone complete the cigarette cards side mission? I checked every building meticulously, bought premium cigarettes left and right and never even finished 1 of the sets. Am I missing something?