Earlier quoted context omitted.
Most things that smell are very very small particles not captured by even HEPA filters and require a different kind of filtration. Most commonly activated carbon is used, either as granule or deposited on fibers.
HEPA filters are actually more efficient at capturing very very small particles ( More precisely, many odors are not particles at all but rather gases/vapors. Activated charcoal can capture larger organic molecules because it has an incredibly jagged/porous surface - just 100 grams of activated charcoal provides over 1,000,000 square feet of "effective" filtration surface area.
> odors are not particles at all but rather gases/vapors
I think the confusion comes from people referring to "particulate" as particles of >= 0.01 micron, whereas in physics we say that gases/vapors are also composed of particles. They may be single atoms floating (can't actually come up with an example though) or small molecules like O^2, CO, etc, but I'd still call those particles.