"Young and attractive Oksana plays a 16 year old girl who's smart and sensitive but has to live on the street and is forced into prostitution in this well-made Russian melodrama. She smokes several times. There's more holding than smoking, but she seems IRL, clearly inhaling and exhaling several times, including one mouth-nose profile shot. Most of the drags are in fairly close shots, although two of the best are partially obscured by people walking in front of her, blocking part of the exhale."
Other references to this movie:
Oksana Akinshina - Info - "[In Lilja 4-ever (2002)] She lives in a dingy housing estate with her mother, smokes Marlboros when she has the money ('Wall Street' brand when she does not), hangs out with friends, and dreams of America.", website, May 8, '03
, Allposters.com