Early cigars do actually look somewhat similar to modern cigarettes actually. I've also heard that the word cigar is derived from Yucatec Mayan "sicar" though I'm somewhat dubious of that, because as far as I'm aware there's no 'r' sound in Yucatec. Still though, "sic" at least is Yucatec for tobacco.Just think about the names.
The cigarette (the name says little/lady cigar) is more of modern a variant of the cigar, which is simply tobacco leaves rolled up and wrapped over each other for easy smoking.
JC