You can make a cold smoker relatively easily, it's called a venturi cold smoker. You can even use it indoors if you have a stove fan. The trickiest part is making the venturi tube itself. I've made one and I'm going to write up a tutorial one of these days. I managed to put one together with everything from HD or Lowes.
A lot of people smoke grain, and EVEN FRUIT, for brewing, winemaking or cooking.
It's pretty much exactly like this video.
This shows another way the tube is built.
Here's mine in action smoking some home cured bacon.
My setup. The venturi tube is actually the handle of a metal brushed used to apply flux when soldering cooper pipe.
You need a 100 gallon/hour airpump which you can get for about 20 bucks from petco. Any of the smaller ones aren't strong enough.
I rigged up a simple box to smoke into, and also store everything.