Soft materials like carpets, drapes and upholstery are notorious for hanging on to smells.
When I used to rent to smokers I found that 90 percent of the smell of cigarette smoke could be removed by shampooing the carpet and laundering the drapes.
I'd rent a carpet shampoo'er and clean your carpet and upholstery. And, launder your drapes down there. Then, if the smell persists, start cleaning the walls and ceilings.