I've had really smoky smelly ponies. What I did was soak the ponies in a mixture of fabric softener and water. Just leave it in there for a few days, then rinse it off. I would also scrub the outside (and maybe also the inside) with dish soap and a toothbrush. The last thing I would try is just airing it out -- leave it by an open window when there's a nice breeze outside.
Hope some of this helps, at least...