Much is made locally of Key West's proximity to Cuba. It is, after all, closer to Havana than Miami from Mallory Square. Quite a few shops have "Cuban" items for sale, including prints, souvenirs, flags, playing cards, cigars, and such.
Be advised that little of this stuff is REALLY Cuban. There is still a trade embargo in America on Cuban goods. (and FWIW, I think it's silly, but....) So, you're not going to find "Cuban cigars" anywhere in Key West. You'll have to leave the country for those pleasures.
In many cases, you'll see CUBAN CIGARS advertised, with a small word "seed" in between Cuban and Cigars. What this means is that at some point in the distant past, pre-Castro, tobacco seeds were smuggled or removed from Cuba. They were planted and have been cultivated ever since in the soil of non-Cuban nations such as the Dominican Republic. Now, I'm not a smoker, and I couldn't give a damn where tobacco is grown. Don't have any use for it myself in any form or fashion. But, I was asking this local fellow (a Cuban ex-pat I think) about the "Cuban" descriptor for his cigars. (He was hand-wrapping them) He said that they were grown in the D.R. from Cuban seed, and were actually "better than the tobacco grown in Cuba". Uh-huh.
If this is true, why don't they charge more for Dominican Republic cigars?
What to pay: In the case of cigars, more than you SHOULD be paying for what are NOT Cuban cigars.
It is forbiden to import Cuban cigars but it is allowed to buy cigars made by Cuban people living in Florida.
There are a lot sold by shops or street vendors.
Some are perfumed to vanilla, rum, ...
What to pay: Enlarge the picture to see the prices.