The obligatory link: Petrol lit with a cigarette? Only in the movies.
Sounds like an episode of Myth Busters to me, but apparently tests have been done by the ATF to see whether or not a lighted cigarette can cause gasoline to combust. Unsurprisingly (if you read either the title or the link title), it won't. Not even if the cigarette is currently being puffed on (which increases the temperature by 200 degrees Celsius or so). Now it's just another thing requiring a suspension of disbelief.
The real question here is, "Why doesn't it work?" After all, the temperatures seem conducive to it. Unfortunately, the folks conducting the test don't have an answer for us. And since it's a rather obscure focus for further scientific study, the world may never know.