I bought a K-Line Rock Island caboose at a train show several months ago. I didn't even realize it was a smoking caboose until I got it home and out of the box.
What a bunch of fun! It waffs out smoke fairly decently while running. I get a kick out of running it. No, it doesn't blow smoke out like the steamers do, but it simply comes out much more naturally, like you would imagine a pot-bellied stove or wood-burning stove might put out. I now wish some of my other cabeeses would smoke like this one! 
