Here is one for HO and takes 8 to 14 volts so a 9 volt battery should do it. Plus it looks like a smoke stack itself and would not take up too much room. They have many on Ebay just type in HO Smoke Generators in the search box
http://www.ebay.com/itm/HO-Seuthe-99E-Sm...2a4096e0e0
http://www.ebay.com/itm/HO-Seuthe-99E-Sm...2a4096e0e0