Corrected entry: Towards the end of the film after the mice have tried to take Arthur's brain, the Vogons come to rescue Zaphod and they start to shoot at the whole group. While they are firing one can see a white smoke coming out of the guns. When Marvin wakes up and shoots them with the point of view gun, they all stop firing but a few of the Vogons still have white smoke coming out of their guns.
willy martinez
27th Apr 2006
Correction: The heat created by firing a gun tends to create smoke, and this can also be a joke about the low quality of the Vogons' guns, since this phenomenon is see at other times during the film.