"Tunnel of Fear" - The Avengers (5Aug1961) S1×E20

Secrets are leaking from Southend, apparently through a funhouse. Coincidentally, Dr. Keel treats a patient injured in Southend, a man recently escaped from prison. Taking a job at the funhouse, Steed is eventually found out and knocked out, and a funhouse hypnotist attempts to extract information from him. Failing this, Steed is imprisoned on The Ghost Train, where he finds a machine that is transmitting coded information to Europe. Keel arrives in time to witness Steed bluffing his way out of captivity with an "exploding cigarette."