Clayton, It's been 8 years since I was there. But there was one on Bay Street just above the waterfront row. Can't remember the name, and they may be gone now. But they had a shop in the middle of town also. At that time, the guy running the shop just off the water was friendly and knowledgeable.
Google shows several cigar stores, but none where that one was.
On a side note, eat a meal at the Shrimp Factory. I'd recommend the Chattam Artillery Punch as a libation, and the Pine Bark Stew as a meal!!!
http://www.theshrimpfactory.com/