Not so much as a glitch or even an exploit. Just a fast, easy and maybe lazy way of collecting all 144 cigarette cards in less than one hour.

1. You should have around $800-$1000 because this exploit involves buying the cards.
2. Go to Saint Denis general store next to the butcher.
3. Dump any premium cigs you have in your satchel.
4. Buy premium cigs from the store (and then hold circle or B to leave the catalog quickly).
5. Congrats you have some cig cards. Now dump your premium cig packets (not the cards) and repeat.

It's a good challenge to do this because you earn Vintage handcuffs after sending your first collection of cards in the mail. Those handcuffs can be used to create a perk.

Buying it from the counter is faster.
No need to open the catalog every time