Using a sample of gamma-ray burst ( GRB ) afterglows detected by both the X-Ray and the UV/Optical Telescopes ( XRT and UVOT ) on Swift , we modelled the spectral energy distributions ( SEDs ) to determine gas column densities and dust extinction in the GRB local environment . In six out of seven cases we find an X-ray absorber associated with the GRB host galaxy with column density ( assuming solar abundances ) ranging from ( 0.8 - 7.7 ) \times 10 ^ { 21 } cm ^ { -2 } . We determine the rest-frame visual extinction A _ { V } using the SMC , LMC and Galactic extinction curves to model the dust in the GRB host galaxy , and this ranges from A _ { V } = 0.12 \pm 0.04 to A _ { V } = 0.65 ^ { +0.08 } _ { -0.07 } . The afterglow SEDs were typically best fit by a model with an SMC extinction curve . In only one case was the GRB afterglow better modelled by a Galactic extinction curve , which has a prominent absorption feature at 2175 Å . We investigate the selection effects present in our sample and how these might distort the true distribution of A _ { V } in GRB host galaxies . We estimate that GRBs with no afterglow detected blueward of 5500 Å have average rest-frame visual extinctions almost eight times those observed in the optically bright population of GRBs . This may help account for the \sim 1 / 3 of GRBs observed by Swift that have no afterglow detected by UVOT .