Special care is needed to clean cigarette smoke and tar from leather.
Short of an ozone chamber, the most effective solution is always fresh air and sunshine, which disperse the odor and degrade the lingering particulates. Even ventilating a room will speed the process.
Cleaning the leather (or vinyl) with a solvent like denatured or rubbing alcohol or even a 1:1 mix of white vinegar and water will also speed things along. Disassemble the furniture as much as possible to reach all the nooks and crannies and aid ventilation.
Do not use baking soda; the salt content can damage the leather. Instead, a gentle sanding with 320 grit sandpaper will help in removing tar.
Inserting dryer sheets inside cushions and other hidden areas will also help absorb lingering odors.
Note: these methods may discolor the finish and thus necessitate restoration.