The Smoking Gods live deep within the city of Agartha. When Nathan Drake, Chloe Frazer and Victor Sullivan arrive to acquire the Amber Room, they are attacked by the creatures. Their origin and precise nature is never revealed, although it is implied they originated within Agartha itself, and that the city was sealed to prevent them from escaping after they massacred the inhabitants.
At first glance, the Smoking Gods appear to be feral humans - their hair is uncut, as are their nails, and they wear vestigal human clothes. However, unlike humans their skin appears almost grey, and their eyes glow yellow. Their uncut nails appear to be more claws than actual nails, and their faces appear emaciated and animalistic, complete with rows of sharp teeth, contrasting with heavily muscled bodies. They appear resistant to pain, as shown when one's first instinct is to attack Chloe despite having had its hair and clothes burnt off by close proximity to lava. However, they can be killed as a human would - Nate impaled one with a spear, and Michael Ludlow shot one in the head.
In the Uncharted (comic)
The Smoking Gods do not appear in the first three issues - they are only referred to as being mythical by a few characters.
They appear at the very end of Issue 4 when Nathan Drake, Chloe Frazer, and the Doughtys are inside a dark cave, when everyone starts to see dark yellow eyes. Drake and Chloe discovered earlier with paintings on the walls drawn by Sir Richard Byrd that the Smoking Gods were meant to be trapped within the city and not to be released upon the world. It is later revealed that the creatures destroyed the entire civilzation that lived in the city of Agartha, despite their attempts to try and keep the beasts out of the city.
The Smoking Gods kills all of the Doughtys' mercenaries by clawing at their chests and stabbing them with spears. One of the creatures slashes Nate's back but Chloe shoots it dead. Another of the beasts attacks Rose but Michael shoots it in the head, saving her. Chloe picked up one of the dead mercenaries rocket launchers to shoot at the holes the Smoking Gods were crawling out of. The cave in appeared to hold them off for a while.
When the city begins to collapse, the Smoking Gods appear, enraged by the lava that is destroying Agartha. Nate and Chloe outrun the creatures as most of them are swept away by the lava that has been released upon the city. In a tunnel, a Smoking God sneaks up behind Chloe but Nate throws a rock at its head and it falls over the edge into a river of lava. All of the Smoking Gods were killed during the flood.