Yes. In the US, most states have a requirement that anyone selling or distributing tobacco products must ask for proof of age if someone looks like they are under a certain age. For example, in Tennessee, they have to ask for an ID if you look like you are under the age of 27. In some states it is under the age of 35.
Please note that an employee can lose their job if they sell cigarettes to someone who is underage and a business can be fined if they sell cigarettes to underage people.
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It doesn't matter if there is or not. It's illegal to sell cigarettes to a minor. Sign or not, the clerk has the right to ask you to prove that he can legally sell cigarettes to you; if you can't do so, then no cigarettes for you. You don't get to say "But there wasn't a sign" and have the clerk go "Oh, you're right, sorry about that, guess I can't ask you for ID then, here's your cancer sticks."
That said, many if not most places that sell cigarettes DO have just such a sign.
Technically, no, since the states decide what is acceptable ID for tobacco purchases and states do not accept municipal IDs.