We used to experience an odd phantom smell. (Not cigarette smoke) it was more like a nasty, stagnant smell. It as happening in the kitchen, dining room, and up the hall. I never could quite locate it because it wasn't in just one spot AND it was intermittent.
Finally one day I had ENOUGH, I pulled everything out of the kitchen, crawled around and started sniffing like a hound dog or something with a flashlight. I finally discovered it was the refrigerator's drip pan. When the refrigerator ran, it would blow that gosh awful smell out and circulate it. It was a new refrigerator too, like months old. Eventually they replaced it because they could not stop that from happening (after MANY service calls under warranty). The new one... exact same one *knock on wood* has not done anything like that.
In regards to phantom cigarette smoke, I used to live in an apartment and it smelled like smoke all the time...I am assuming it was because the neighbors on both sides were heavy smokers.