If you are in rental housing or apartments, you sometimes will find that the previous tenants had a smoking habit that has left the living area overpowered with the scent of stale cigarette smoke. And if you are a non-smoker, the smell can be quite bothersome.
If you find yourself if in just one of these places, simply place small dishes of vinegar throughout the room to neutralize the smell, preferably with the doors and windows closed, if at all possible. Change the vinegar every couple of days and replace with fresh.
Airing out the house will help immensely, especially if you can do it on a daily basis. Try and get counterflow (ie. in one window and out an opposite door) to provide the best ventilation.