The objective of this study was to analyze the trend of tobacco use and smoking cessation, and the intensity of cigarettes per day from 2006 to 2009 in the Brazilian state capitals. Data were analyzed for 18-year-old individuals or older who were interviewed by the Telephone-based Surveillance of Risk and Protective Factors for Chronic Diseases (VIGITEL), which was performed in the Brazilian State capitals and the Federal District in 2006, 2007, 2008, and 2009. For each year and large areas, age-adjusted prevalence and prevalence according to age groups (18 to 29, 30 to 59 and 60 and older) stratified by sex were calculated. Smoking cessation index was assessed and, for current smokers, the proportion of those who reported smoking 20 or more cigarettes a day was estimated according to gender and age group (18 to 39 and 40 and over). The results show a slight tendency to the reduction of tobacco use among men and stability for women, except for residents from the North and Northeast Regions. In general, the greatest prevalence among men is in younger groups; while amongst women, it is in the intermediary age group (30 to 59 years old). Smoking cessation seems to be slightly higher among men; there is a strong reverse relation between tobacco use and schooling. The proportion of 20 or more cigarettes per day is higher among older people and varies in Brazilian Regions. Results point out the need to prioritize strategies for tobacco control that can reach young individuals and women at low-education level.