Just look it up. This is the economics forum- I assume you know the definition of "market failure". Don't feel like spelling it out for you when wikipedia can easily do that.
You say tobacco doesn't hurt society in the manner I suggested, but what exactly do you think the healthcare costs it puts on society are? It is a harm. A lot of this ends up being paid by the public in emergency medicine, through medicare/caid, etc. And even with private insurance, the increased demand for healthcare at a time when there is already a shortage hurts society. As might the premature death of the person in many cases.
As for pollution, I forgot you are a global warming denier, but even then you should know pollution can kill you. Ever get a puff of smoke in your face that affected your breathing? Then you should understand. The harms of pollution are long proven. If you choose to deny the science, so be it, it is just unfortunate.