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Y&H loves the ingeniousness of turning your wok into a smoker, as suggested in this Chow.com video, but I would caution that this stove-top application is going to work only on small proteins, like fish, that require a light smoke. You could never, say, put a half rack of spare ribs in there.
For your heartier smoking needs, Chow has an improv idea, too:
Even here, though, you’re going to need to refill your grill with more charcoal and soaked chips if you plan to smoke ribs. As for brisket, I wouldn’t even try to do it with this improvised smoker.
Videos courtesy of Chow.com