I just acquired a small downtown apartment that was likely built in the 60s I keep on the side as an office. Sometimes I smell peoples' cooking and it doesn't bother me all that much, but recently, my place has started smelling like cigarette smoke. I'm guessing that somebody moved in and is chain smoking in one of the apartments. On thing I noticed is that the air return filter is relatively small ~12x24" and that when I remove it, there is no duct to the squirrel cage fan: it just pulls from the open area in the ceiling. I suspect that bathroom fans and kitchen hoods and other air returns all vent into this area as well. Does this seem like a plausible source for these smells and, if so, is there a good chance that enclosing the path from the air return to the squirrel cage fan would fix the issue? I don't really want me or my stuff to smell like a dive bar.

Wait till one of the tenants murders a crack whore and stuffs her in his closet for a few weeks.

If you can hear your neighbors through the vent that would indicate your suspicions are correct.  

The smoke might also be coming in through the walls and wall outlets.

You mean pull my filter and stick my head up there and see if I hear televisions or whatever? It's block and concrete construction. I can't hear shit through the walls. Occasionally I can barely hear a shower very early in the morning or if something heavy falls I might hear it.

Back in my apartment living days, the best apartment I ever had was one that had cement floors, walls, and ceilings.

You never heard a damn peep out of the neighbors.  I loved it.

Yup. I'd rather smell their cooking than listen to their televisions and music.

It can always get worse.