What is the origin of the word 雪茄 (cigar)?
From Chinese wikipedia: 


  “雪茄”这中文译名为徐志摩所译，音译之余，也取其灰白如雪，因以为名。


(Loose!) Translation: 


  The Chinese translation 雪茄 was created by Xu Zhimo. In addition to the similarity of the sounds, the name also comes from the fact that its ash is white like snow.


My dictionary confirms that it is a loanword from English. If wikipedia is to believed, it probably didn't come through Cantonese since Xu Zhimo is from Zhejiang.