This video shows you three methods of getting urine odor out of upholstery. Keep in mind that the sofa being cleaned is microfiber and is most likely a polyester based material and almost indestructible. I would not try any of these methods of urine odor removal on any other type of upholstery. If you are absolutely desperate you could use the vinegar on most fabrics without great risk. However hydrogen peroxide is a basically a mild form of bleach and I would not recommend using it on any upholstered furniture.
In most cases odors in upholstery are bacteria based and should be sanitized to remove the odor and kill the bacteria. You can uses lysol products in most cases to eliminate funky odors coming off your furniture. If you feel that you have tried everything you're comfortable with to clean your furniture but there is still and odor urine or otherwise, it might be time to call in a professional upholstery cleaner to take care of the problem