It can be from cooking grease that settled on surfaces or from cigarette smoke or a combination of both. I recall once my in-laws were complaining that they had to get a new television, that the picture was no longer clear. When DH took a rag and some windex to the screen, they saw that there was nothing at all wrong with it--it was covered with a layer of sticky yellow-brown residue from their chain-smoking.
ETA: They also fried everything and the cabinets were coated with a grease film, mixed with tobacco residue.