This is a gorgeous effect, and one that you can set up very easily. Either let smoke pour over a drop like a waterfall - or save it up inside a glass, and pour it out like water. You just need a paperclip, a match, an a post-it.
Smoke itself, the particles that hang in the air or whirl upwards over a fire, aren't actually as light as they look. Heat and smoke are generally always paired, both being the products of fire. Smoke gets carried upwards because it's caught in a vast upwelling of hot air. The air rises and carries the smoke along.
Give smoke a chance to cool down before it goes whirling off into the world, and it sinks. It can either spill down over something picturesque, or be collected in a glass. As you can see, rolling a sticky note up into a tube, hanging it from a glass with a holder or a paperclip, and lighting the top can give you a glass full of smoke. Do with it what you will.