About 7 or 8 years ago, I started experiences episodes of smelling a burning paper odor, even though there wasn't any source for the odor. It would last for a few days, then abruptly stop, and return a few weeks later. I started tracking these episodes, and found that they are very loosely correlated with lack of sleep and stress. Sometimes the weird smell starts while I'm feeling great, though, so I really didn't know what the cause was. I asked Oliver Sacks about it when I was interviewing him about his book Hallucinations, and said he had no idea why I smelled things that weren't there.
Today, Gizmodo linked to a newly published paper from the the National Health and Nutrition Examination Survey called "Factors Associated With Phantom Odor Perception Among US Adults" and it describes my experience perfectly -- an "unpleasant, bad, or burning odor when no actual odor exists."
The study found that phantom odor perception was more prevalent among "among women, younger age groups, and those of lower socioeconomic position," and was "more common among those with poorer health, a history of head injury, or dry mouth symptoms."
Head injuries as a possible cause might explain why I experience this. When I was 13 or 14 I was skateboarding down a steep hill in Boulder Colorado without a helmet (Columbine street, for those who know it). I don't remember falling off the board. I woke up in the ambulance with a broken nose, a torn chin, and knocked out teeth. I spent a couple of days in the hospital being treated for a concussion.