I agree with Theo. Could be yeast overgrowth on skin. Is it a musty smell ? Is there any greasy dandruff? Diet can come into the question, and adding dilute cider vinegar is meant to help, as well as being added to the bath rinse.
I was told by a trichologist that it's fine to use Head and Shoulders Original on dogs with skin problems, before splashing out on Malaseb from the vet. Be careful with using conditioners and deodorants. They contain loads of chemicals that cause allergies, including limonene, that is in all cleaning products and air fresheners.
Another fact I learned from a researcher is that the shampoos for pets and babies that don't sting the eyes are misleading.......the reason they don't sting the eyes is that they have an anaesthetic ingredient added to the basic stinging recipe. More chemicals.