If you're downtown. I'd make a stop at S.G. Roi Tobacconist (503 S 11th St, Omaha, NE 68102). I used to work there when I was in college. It has since been renovated.
There is also a lounge near by called Havana Garage (1008 Howard St, Omaha, NE 68102) where I also worked...back then, both places were owned by the same guy. Not sure if that is still the case. If it is, you might still be able to buy at S.G. Roi's and smoke it with a nice drink at the Garage (less of a selection). I'd ask first to make sure. They are within walking distance to each other. Have a good time!