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Mothball odor offends, plain and simple. With any item that gets a dose of mothballs, the basic odor-removing principle remains the same. You need to let the mothball smell fade away, and that takes time. Enzymatic pet odor removers can help you get the smell out but may not be safe to use on shoes, depending on the material. Be patient; the smell will be gone and you'll be rocking the shoes again in a while.
Place the shoes outside on your porch or landing where they have protection from the elements but get lots of air. Out of direct sunlight is best, since sun can fade the shoes. City-dwellers without porches, try to identify a friend who has some kind of outdoor space since this is the best way to rid your shoes of that gross smell.
Leave your shoes on the porch and check them every few days. A simple sniff test lets you know if mothball odors are hanging on.
Bring the shoes back in when the odor is gone. It can take a long time, but mothball odors will fade.
Depending on your shoe material, you can try to air dry the shoes in your dryer. Use the no heat or air fluff setting and run the shoes through the dryer till the smell's gone. This works for sneakers and other non-delicate shoes but isn't a good fit for heels, boots and other shoes.