Although I'm not a smoker and can't comment on that(but here's an interesting link that may apply), I have found though, that if I don't keep up on running, I get the same feeling. Two years ago, I was able to run 10 miles no prob. After getting married and in school full time I haven't ran for a while. I went running the other day, and had the same feeling. I'm no Doctor or health expert, but I'm assuming that working out your lungs and lung capacity is the same as working out your other muscles. It takes time, and pain to get stronger.
Here are some excercises that you can do to build up your lung capacity:
Belly Breath Exercise
This belly breath exercise is designed to deepen your breathing and increase your overall energy levels. Lie down on the ground with a pillow behind your head and your back flat on the ground. Put one of your hands down on your stomach and push till you have pushed down on your diaphragm. According to UMKC, pushing down on your diaphragm helps to draw additional air into your lungs. From here, take a slow deep breath and don't stop inhaling until you have reached full capacity. Exhale and repeat this belly breathing exercise for one minute. After one minute, rest for one minute before repeating.
Standing Breathing Exercise
This standing breathing exercise is designed to improve lung capacity and help people with respiratory illnesses. Stand up straight with your legs shoulder width apart. From here, relax your knees and bend your upper torso down over your body. As you bend your upper torso, exhale deeply to remove all air that is currently found within your lungs. After you have released the air, stand up straight and take in a deep breath of air. From here, hold this breath for 15 to 20 seconds. While you are holding your breath, stretch your arms out over your head to maximize lung capacity.
Higher Altitude Running Exercise
This exercise is designed to help you increase lung capacity by training at higher altitudes. Find a mountain or place that has a high elevation and prepare to run. Prior to running, stretch out for 10 to 15 minutes, acclimating yourself to the new altitude and weather. From here, run for 30 minutes to an hour, making sure that you are keeping pace with your normal running routine. Higher altitude training increases lung capacity because of an increase in red blood cells and haemoglobin found in your body. Because a higher altitude reduces the amount of available oxygen in the atmosphere, your body compensates by increasing the concentration of red blood cells in your body. This is ideal for athletes looking to temporarily increase their lung capacity.