Semiology

Semiology is an approach that can be used to understand how media texts make meaning for their audiences. This includes denotations, connotations, context and anchorage.

Denotations (literal meanings): Yellow background, a woman and a man looking at eachother, the man is smoking.
Connotations (associations): The man is blowing smoke in the woman's face on purpose- he is in control, they may be in a sexual relationship, he's tormenting her.
Original caption: "Blow in her face and she'll follow you anywhere".
This old advert for cigars shows sexist undertones; we might not have noticed this without the underlying meaning and caption.
Other captions showing different meanings:
Man: "Don't you like me smoking?"
Woman: "You're standing on my toe."