Yesterday I had a nice vice day. I had four or five drinks (that's a lot for me!) in the afternoon, and four cigars (the high-end good stuff) in the afternoon and evening. Nice and enjoyable day and evening.
But, a terrible night. My usual AHI more than doubled and I woke up with a headache and feeling half-asleep, which has continued all day so far.
Just another datapoint... if you're a CPAP person, I'd skip the drinks entirely, and avoid overdoing the cigars. Note I put "overdoing" in there, instead of just "avoid the cigars"... If I have 1-2 cigars a day, everything's fine, same as if I had none. There seems to be a threshold effect.
Hope that helps.