My parents both smoke (although hopefully after Mom's hospital stay last week, that is over) and every time I go to their house, I leave smelling like an ashtray. It makes me sick. My clothes, hair, everything. I refuse to wear my suede coat when I visit them because I don't want that to smell and I'm afraid nothing I try to do will help.
But, I do Febreeze anything else I wear as soon as I get home and it really does get rid of the odor. On some items (jackets/coats), I need to spray it a few times, but it does get the smell out. Hopefully this will work on the chair. As I said (and I think others reiterated), it will probably take many, many treatments to get the smell out to the point that it is not bothersome.