I should have remembered China. Most all decent hotels there have cigar bars and rooms, with excellent cigar service. One I have stayed at several times is the Ritz Carlton Financial Street in Beijing. They have a nice cigar selection at the Crystal bar and I seem to recall smoking up in the Club as well. Ditto for the Ritz Carlton Portman in Shanghai.
In case it wasn't mentioned earlier, Hong Kong outlawed indoor smoking. So many of the great cigar rooms and bars there have closed, with the exception of the one I mentioned above.
Is smoking still legal in D.C.? The Robin bar at the IC Willard used to be a great place to light up.
A friend mentioned the Omni Severin in Indianapolis.