About half of tobacco consumed in the US is by people who are mentally ill and/or alcohol abusers because they are self-medicating for their illness. They are very heavy smokers. 90% of people with schizophrenia, 60% of those with severe depression.
That said, we should be helping these people with other treatments instead of smoking.
Also, there are other ways of dealing with stress (such as exercising) that using cigarettes. I live in NYC which can be very stressful, but only about 14% of adults and 7% of teens smoke.