Smoke ring

A smoke ring is a visible vortex ring formed by sudden release of smoke. It can be created by blowing smoke from the mouth, quickly lighting a cigarette lighter and putting it out or holding a burning incense stick or a cigarette vertically, pushing it with the burning side up and suddenly pulling it back (or just stopping it).

In general, a smoke ring occurs when a mass of fluid from the mouth is impulsively pushed through a roughly circular opening, forming a vortex ring just outside of the opening. The smoke ring travels roughly straight from the opening and maintains its shape until dispersed by turbulence or other interference. The smoke serves to make the flow pattern of the air visible, and does not significantly affect the fluid behavior. Another method of creating a smoke ring involves releasing a mass of fluid with a different density than the surrounding fluid. This can be done in several ways:

Releasing air underwater forms rings of bubbles. Scuba divers often do this, and dolphins have also been observed performing this trick.

A vortex ring or smoke ring can be formed in the atmosphere by a rising (falling) mass of warm (cold) air, which is also called a thermal (microburst). One is occasionally at the core of a mushroom cloud, and they can be seen at fire eater presentations.

The Exploratorium has an interactive exhibit that blows large smoke rings.

Cigarettes & Cigars
There are five main ways of making a smoke ring with the mouth. Although all require the formation of an 'O' with the mouth, they differ in the way the smoke is physically expelled. The first technique is to let smoke into the mouth, then gently flick the tongue to expel a short burst of smoke. The second is to let smoke into the mouth, then while pushing the jaw out, slowly open and close the jaw to push smoke out. The third is to form the 'O' with the lips, then gently say just the very beginning of 'Oh'. The fourth technique is to let smoke into the mouth, and then tap your cheek. The fifth technique differs from the previous three in that one does not need to fill up the mouth with smoke beforehand because the smoke is actually being expelled from the lungs, not the mouth. Most smokers blow rings using some combination of these five techniques. A trick often performed in conjunction with mouth-blown smoke rings is the French inhale. A lit cigarette or stick of incense can also be used to create a smoke ring. To do this, hold it vertically and quickly raise it about 4 inches, then gently pull it back down. This creates the vortex needed to create a smoke ring.

Vapor ring
It is also possible to create a vapor ring by using the same techniques on a cold day with only one's breath.

Cooking
A smoke ring is also the name for the pink ring that forms around the edges of meat prepared by smoking, caused by myoglobin in the meat reacting with nitric oxide to form the heat stable pigment nitrosohemochrome, as nitrite salts do in cured meats.

Volcanoes
Smoke-ring eruptions from Mount Etna have been documented in 1970 and 2000. http://gizmodo.com/5830880/extremely-rare-volcano-smoke-rings-only-documented-thrice

Eyjafjallajokull in Iceland sent up a smoke ring in May 2010.