Originally Posted by stut
Quite often, it's because, despite requesting a smoking room and having it confirmed at check-in, a smoker will find themselves in a non-smoking room. Then, when they call reception to ask why they're in a non-smoking room, they will be sent up an ashtray (or even told to look in the desk drawer to find one).
This is my experience as well. And oddly enough, I've had more luck finding ashtrays in non-smoking rooms than in smoking rooms!