Yipes CC, that's one of the toughest to deal with.
The leather has absorbed the smoke. Did you try airing it outdoors?
It can take several days hanging open in a breeze. You have to get it out of the
leather before the lining. I haven't found febreeze very useful. Baking soda is a good idea after fresh air. (Use lots)
I have heard adding a cinnamon stick inside works, too.
(The last one I got like this ended up going into the washing machine after
Airing & baking soda didn't get it out. I swear the purse led a racy life in smoky bars before we met. Don't worry, it was a garment washed leather bag, meaning it was washed AFTER construction, so held up perfectly.)
You could take yours to a dry cleaners who has leather service. They are really good at getting smoke out of leather jackets. If you tell me what leather, & color it is, we can talk about the conditioning it will need after cleaning, if they haven't provided
that service for you.
If you find yourself around smoke in future, slide your purse under your coat to protect it. Some leathers absorb odors more easily than others. The most dangerous
odor leather can pick up is mold, so sniffing your bags is a diagnostic tool for
leather health.(& an excuse for doing what we do anyway)
If you are making BBQ with applewood, or something nice, it's OK for your bag
to be exposed. It won't smell bitter, but rather nice. The most expensive deerhides
are smoked on purpose, the old fashioned way.
It's just those dam cigarettes and cigars....