I remember there was a cigar shop downtown next to a hotel on King street. On the bottom of the hotel was a Starbucks. I cannot remember the name, but with those description you should be able to find the B&M pretty easy.
There is another shop that rolled their own cigars. I think it was near Market street, after Hymens Seafood restaurant (I highly recommend Hymens
). I forgot the name as well, but it is the only shop that rolled their own cigars.