I've heard that vinegar can work - the rest I have no idea about. I do know that the only thing that worked for us was an enzyme cleaner. A typical one is Nature's Miracle, but we didn't have great success with it. We use http://www.nokout.com
. Another good one is called Anti-Icky Poo. I don't know if it's in pet stores. It is available here: http://www.catfaeries.com
However, other posters are right. Whenever a cat pees outside the litterbox, 85% of the time it is a medical problem, so the very first thing to do is get the cat to a vet. If it's not a medical problem, there are a lot of threads about it in the Behavior forum, however, the product called Cat Attract Litter is helping many, many people with this kind of problem with their kitties.
Back to the cleaning problem - when on a mattress, when using an enzyme cleaner, you must use LOTS AND LOTS of it. You must COMPLETELY soak anywhere the pee got to. We probably used a gallon of the stuff - and we then covered the area with thick towels and made the bed. It took about a week to dry, and we swapped the thick towels out about every two days.
We also used the enzyme cleaner instead of detergent to do the wash - then sent everything through the wash again with the regular detergent.
All of this is necessary, because it is NOT enough to clean up the smell to your nose - it must be cleaned up to kitty's nose, or the smell of the pee alone will continue to encourage her to go there.