If you are in St Louis downtown area, there aren't many lounges I know of. We used to always go to the casino and smoke their or if it was nice out on the patio at a bar. I am in KC now but am not aware of any new shops popping up.
I heard St Louis Cigar re-located from Olive and they were open until 10pm even during the week.
Besides that, the other shops I know close at 7 or 8 pm.
Good luck !