The whole point of Smokey being on an island is that he can't cross water without assistance. That seems to extend to his influence/powers/whatever. So, yeah, he's lying.

The funny thing about Christian Shephard is when he appeared to Locke in season five. The time jump was back to before the well was dug and (if you believe lostpedia) all the way back to before even Richard arrived on the island. So, how can a ghost exist 80 or so years before he was even born?