Cigarette smoke over time forms a sticky film on the inside of car windshields, on paintings, wood and furniture. That tar-based film is stubborn, but once it is removed, the odour should be gone or barely noticeable. Because most leather furniture is finished with an acrylic paint or some other coating, the cigarette smell is fairly easy to remove.
Use saddle soap, available in grocery and drug stores where shoe polish is sold. Try it first on an inconspicuous part of the leather to be certain it does not discolour the leather (it should not). Work up a good lather, using something soft, like bunched gauze or a synthetic sponge. The more lather you raise, the more tar you will remove. Wipe off the lather, rinsing your rag or sponge frequently, to avoid working the tar back into the leather.
Allow the leather to dry, and wait a day or two for the full scent of cigarettes to return. It should be gone or significantly faded. Repeat Step 1 as necessary. Saddle soap contains moisturisers and conditioners (like mink oil), so you should not require a leather conditioner.
Use a wood cleaner like Murphy's Oil Soap on the legs and a mild detergent like Woolite on the fabric undersides and under cushions. Likely, the tar has coated these areas as well.
Use a leather cleaning system if Steps 1 and 2 fail. A system such as Valspar Guardsman is readily available from furniture retailers. The system includes one bottle of cleaner and one bottle of conditioner. The cleaner contains such solvents as benzene and toluene in mild concentrations, which will dissolve the tar but not the leather's finish.
Wait two days between the cleaner and the conditioner to see if the smoke smell returns. If it does, use the cleaner again and wait another two days before you apply the conditioner.
Apply the conditioner once the smoke smell is completely gone. Likely, your leather looks rather lifeless after the solvents, but the conditioner will restore it.
If neither saddle soap nor a cleaning system works, seek the help of a professional technician. (See Resources.)
Airing out the furniture will improve the situation temporarily but does not remove the underlying cause---the tar-based film. Some very fine furniture is made from kid leather, suede or buckskin, which are more porous than most upholstery leather. If this is the case, the smell will be far more difficult to remove. Do not use saddle soap on buckskin or suede; go right to a leather cleaning system made for buckskin and suede.
Spare the "elbow grease,"or you will remove the finish of the leather or dull it permanently. Rub gently and long with your saddle soap or cleaner. Do not use cleaners that are supposedly good for leather and vinyl; they are fine for vinyl but too harsh for leather and will discolour your furniture.