Here is what I did: I heated up the leather article in the oven! My idea is that the tobacco smell arrived by heat and through the air, so maybe it can depart again the same way.
To do this, I put the leather item into the oven at the lowest setting (150 degrees F) for about an hour and a half. I opened the oven (and the outside door of the kitchen) several times along the way to let the newly-evaporated tobacco tars and oils escape.
And it worked. It worked really well. About 95% of the tobacco smell was gone. There was no detectable "drying out" effect on the natural oils in the leather at all. If there had been, I would have applied replacement oils from a bottle of leather conditioner that I already owned.
Hurrah!
I'm posting in the hope that this will help someone else with the same problem.
This is a page about removing cigarette smell from leather jacket. You will want to use the appropriate cleaning methods for leather when trying to remove cigarette odor from a jacket.