If you have a home depot try and find something called Zep smoke eliminator, in the cleaning section,
fire up the car, fire up the heater, spray a lot in the car including directly on carpet, and cloth areas, and in the air until the car looks like it has a cloud in it, close it up and let it idle with the heater running for about an hour.
worked for me.
This in not an endorcement for a particular product, just saying it worked, other products may work as well in the same fashion.