You should probably first try treating the areas with an enzymatic formula available at the pet store or some janitorial suppliers. Nature's Miracle is one just product but there are others. Then prime and seal with something like BIN.
If drywall has become saturated you will have to cut out and replace the damaged areas.
The Following User Says Thank You to user1007 For This Useful Post:
SDester is right on the money. Another 'smell-killer' is Bio-Zapp. This product works wonders. Zinsser BIN is a pigmented shellac that you will need denatured alcohol for clean-up. I had a cat that ruined a floor so bad I had to have several boards replaced and the floor refinished. http://www.biozapp.com/products.html