Dry the dog thoroughly. It's not just oils and the things the dog rolled in that create dog odor. It's also bacteria and bacteria waste. These bacteria love wet animal fur and are able to live and reproduce quite happily in it. For this reason, it's very important that you get your dog as dry as possible. Start by gathering every towel you can find and going to town. Rub back and forth, up and down, and all around. As an extra measure, especially for dogs with thick coats, hit them with a blow dryer. Just make sure you set it on the coolest setting possible.
Treat dog breath. If bad enough, dog breath can make a dog and the house wreak like hell. There are several things you can do to help reduce this odor. The most important is to start a proper oral hygiene regimen. It is often recommended that you brush your dog's teeth once a day. At the very least, do it a couple times a week. There are also special dog breath treats you can buy your pooch. I recommend Greenies. Dogs love them and they work well. Before you do anything, though, take your dog to the vet to make sure there isn't something more serious going on like gingivitis or periodontal disease.
Get your dog on a good, healthy diet. It's simple: your dog's health is directly correlated with what you feed him/her. If your dog is not getting a healthy diet, there's a pretty good chance that the pooch isn't going to be as healthy as he/she should be. If the dog isn't healthy, it probably won't smell healthy either. Just imagine how you would smell if you never ate anything but Ramen Noodles and fast food burgers. You'd probably smell like a giant fart. So quit feeding your dog Tuffy's and talk to your vet about what brand of food you should have your dog on.
Speaking of the vet...it's quite possible that the dog smell you are smelling is something you won't be able to get rid of on your own. Dogs have these neat things called anal glands that build up and secrete an ishy, musty smelling substance with the feces. Sometimes these glands get clogged. This can cause some serious pet odor. A vet or groomer can express (drain) these glands and make Doggy smell pretty again. Another common dog odor is caused by ear infections. So look at your dog's ears and give them a whiff. If they look nasty or are stinky, take the dog to the vet. The dog might also just have a skin infection that is causing the smell. It could be a yeast infection, a bacterial infection, or an allergy that has caused an increase in the musty-smelling apocrine sweat.