Got the below from another site. I've never done this, so can't speak to how well it works:
"Option 1: Combine 1 tbsp. white vinegar with 1 cup of water in a mixing bowl. Dip a sponge in the water and vinegar solution. Squeeze out the excess liquid. The sponge should be damp. Dab the sponge on the leather that smells like gasoline. If the gas smell has permeated deep into the leather fibers, cleaning the material may help draw out the odor. The vinegar helps to neutralize the smell, and the vinegar odor will dissipate within a day or so.
Option 2: Place the jacket in a zip-top plastic bag or a cardboard box that is filled with baking soda, cornstarch or clay-based cat litter. All of these powder-based materials are designed to absorb odors. Leave the bag or box overnight, then remove the item and shake off the excess powder."