Yep. I have a little cup ashtray that's made for placing in a vehicle's cupholder. I also carry around a little pen-sized stainless steel cigarette extinguisher. I can put a lit cigarette in and it goes out in about ten seconds. I can then safely put the butt in a trashcan.
I have one of those portable ashtrays that you can put your cigarette butt in and mash it to extinquish it, then just fold it up and tuck it away. Its a shame we have been reduced to this and made to feel like second class citizens.