Lmfao...I just read the title of another thread called "Is Watch Dogs 2 worth it?" and then I read this thread title just as I was vaping and I had to laugh. 'Cause yeah...Watch Dogs 2 has a vaping villain and...I was also vaping...and...yeah. Anyway, that's the only one I actually know of.
Edit: Scratch that. I could've sworn Big Boss from MGS V had an e-cigar. At least in a trailer/demo. I never played the full game so I'm unsure whether it's featured in it.
Edit 2: Yep, Goney already posted about Big Boss, I see.