I was wondering if you could change the currency in fallout so that you have to have cigarettes to buy things or maybe something else?

Well currently, no.

In New Vegas, there are three types of currency, but everyone just trades in caps so the other two are useless unless you use them to gamble.

Well there's always bartering, but i don't see the point really.

You can make new "money items" (i.e. items with a fixed value)
They are under Items/Caravan Money (I doubt that you actually can use them in caravan, though.)

Changing name, model and icon of existing money (e.g. exchanging caps with cigarettes) is no problem at all.

1 cap is worth 1 cap (of course), 5$NCR is worth 2 caps, and 1 denarius is worth 4 caps. These values never change regardless of your Barter level. You can use them exactly like you use caps. If you want something with a listed value of 20 caps, you can spend 20 caps, 50$NCR, or 5 denarii and it really doesn't make a difference. In a way you can think of caps as being the lowest unit of currency in a unified system, a convenient way to make change.

(With the exception that you can't spend NCR bills or Legion coinage on bribes or repairs (a sad oversight, imho).)

You don't really need to change the currency, just Barter with Cigarrette Packs and Cartons. You can trade items and not use caps. The only issue is, you don't get cigs for quests, you get caps. So, your stuck with Caps for most trade.

Of course, you can use the other currencies to trade with just like you would with cigs in my example.