You will need to wash everything while you investigate to find out just where the smell is coming from. You may want to leave the windows and doors closed while you are sniffing around to find the problem. Then make sure they are open when you are cleaning!
1 As you go through smelly items, if you can wash it in the washing machine, do.
2 If not, try putting it out in the direct sunlight for several hours.
3 If that doesn't work, try Lysol and/or a solution of water and bleach (to kill the mold) to wipe it down.
4. If that doesn't work you may have to get rid of whatever it is.
In my case, we had a problem bookcase that had somehow acquired a mildew or mold. After trying all these things, we still hadn't conquered the smell so it had to go the way of the dumpster.
Problem areas: under beds, in closets, next to windows or air conditioners, and anywhere you have things piled or stacked together. These areas don't get much air circulation. Be wary of cardboard boxes used for long-term storage. Plastic boxes will not collect dust mites, mildew, or other allergens, and are more likely to protect the items you are storing from such as well.
For carpets and rugs, you can buy special cleaners or you can also use baking soda. Sprinkle it on and let it sit for about 20 minutes, then vacuum it up. Rugs can also be sunned and aired outdoors regularly.
For upholstered furniture, you can also buy an upholstery cleaner. We got a used couch that ended up having a yucky smoke odor. I was able to get rid of it with most of a bottle of auto upholstery cleaner.
Mattresses like to be aired in the sunshine.