Does anybody smell smoke?

Try to put one of the Nicotine patches on it.
..sorry, couldnt resist.

Wow, that's weird... I had the same thing happen when I bought an Audioquest 3 foot stereo-to-mini cable from somewhere in the far East (China or Japan if I recall correctly).

It distinctively smelled like strong cigarette smoke... almost 'ashy'... like the ashes of a burned cigarette. I commented on it immediately when I opened it.

Weird.

Wipe it down 2-3 times, clean towel each time, with hydrogen peroxide (the common 3% solution from a drug/grocery store).

Follow this up with a few towels soaked with hot tap water as the heat/water combo will neutralize the HP.

Hey, if you want to get cancer from second hand smoke, buy a used guitar amp from a pawn shop. Especially one with a pebbly finish to help trap the chemicals. And one that is a tube amp so that the chemicals are cooked right into it.

On a more serious note, not that my last comment wasn't serious, the smell should go away eventually, but wiping it down like Dekay suggests is a good idea.

Gee, I hate that... Some guy sold me an amp once that was supposed to be "almost mint". That amp stunk so bad of cigarettes it was disgusting. I must have cleaned a couple of pounds of tar out of the amp. Then I told the seller about it and he tried to assert that this was somehow all okay... What???

Aside from that, my advice is to get one of the many electrostatic air purifiers on the market and leave the cable next to the device for a day or so. The smell will likely be gone. Then you can use the air purifier to take allergens, germs, and other particulates out of the air you breathe at home every day.