I know that if you buy ciggarettes online you can get into deep sh*t. If they are taken at the border, they will send you a card asking if it is your package, they know what is in it. If you say yes, you are screwed and if you say no then you might be in luck. All you would have to do is call the company where you got it from and tell them your package never came and they send it again, IF they are a good company.
My neighbor got screwed for not paying taxes on the ciggs she got, she smokes like 3 packs a day, and she had to pay HUGE fines, can't remember if it was state, federal or both. She does not do it anymore.
I remember reading an article in a magazine years ago and I still might have it. I think the laws are pretty much the same as I mentioned above and if I find that article, I will let you know what I come up with.