Blot excess moisture with a paper towel. This is particularly important on items that cannot be thrown in the laundry, such as carpeting, car upholstery and mattresses. Blotting, rather than rubbing, will contain the mess to a smaller area, making your job much easier.
Clean the stain with a rough towel or brush. Be sure to use plenty of hot water and detergent. Unfortunately, a good cleaning is not going to be enough to completely remove the odor. Thankfully there are a great many methods of doing this using ordinary household items. One way is to mix a paste of baking soda and water and apply it to the stain. Allow it to set, then remove with either a towel or a vacuum cleaner. You may have to do this multiple times.
Apply a solution of vinegar or hydrogen peroxide. Apply a small quantity onto the stain and allow it to dry. If the urine-stained items can be laundered, pour a 1/2 cup to 2 cups of vinegar into your washing machine during its rinse cycle.
Purchase a specialty cleaning product. If the odor continues to linger, you may need a product specifically designed to break down the enzymes within the urine. This can be purchased at any pet store or in the pet aisle in a grocery. Follow the directions on the bottle.