Data lineage describes the relationship between individual input and output data items of a workflow, and has served as an integral ingredient for both traditional (e.g., debugging, auditing, data integration, and security) and emergent (e.g., interactive visualizations, iterative analytics, explanations, and cleaning) applications. The core, long-standing problem that lineage systems need to address---and the main focus of this paper---is to capture the relationships between input and output data items across a workflow with the goal to streamline queries over lineage. Unfortunately, current lineage systems either incur high lineage capture overheads, or lineage query processing costs, or both. As a result, applications, that in principle can express their logic declaratively in lineage terms, resort to hand-tuned implementations. To this end, we introduce Smoke, an in-memory database engine that neither lineage capture overhead nor lineage query processing needs to be compromised. To do so, Smoke introduces tight integration of the lineage capture logic into physical database operators; efficient, write-optimized lineage representations for storage; and optimizations when future lineage queries are known up-front. Our experiments on microbenchmarks and realistic workloads show that Smoke reduces the lineage capture overhead and streamlines lineage queries by multiple orders of magnitude compared to state-of-the-art alternatives. Our experiments on real-world applications highlight that Smoke can meet the latency requirements of interactive visualizations (e.g., <150ms) and outperform hand-written implementations of data profiling primitives.