Could it be seborrhea? This makes them smell really bad even shortly after a bath. You treat it by using a special medicated shampoo.
In seborrhea, excessive sebum is produced and appears as dry, light-colored flakes in the hair coat or as greasy, waxy scales on the skin and hair. Because sebum is a fatty material, it becomes rancid and causes a strong coat odor.
From
http://www.bobmckee.com/Client%20Inf...Seborrhea.html