We woke up this morning and our house smells like skunk. We looked everywhere...
I'm so sorry to hear that! The scent of a skunk can travel as far as a mile, so when it's sprayed close by, it is incredibly potent. It could be a skunk sprayed outside your home and the smell has worked its way in. Is there a space under your home where a skunk might have been living? Under a porch or deck? Do you have any pets that may have been sprayed?
If possible, open your windows and let the house air out (I know it's winter but the next few days are supposed to be milder so that might be a good time). Hopefully the smell with leave the house after a few days. If an area has not been sprayed directly, the smell usually leaves on its own. If after a few days the smell is still there, then yes, you will likely have to wash things that are still holding the smell. Setting items that can't be washed outside, like shoes, to air out, may also help. Also, consider changing your home's air filter, so it doesn't continue to recirculated the smell.
Here is a fact sheet that contains more information on skunk odor removal. The hydrogen peroxide solution is especially good, but it can stain if not rinsed off completely. It may also damage turf and other plants. http://icwdm.org/publications/pdf/skunk/skunkodorremoval.pdf
Hope this helps and good luck!