Right to be given a nonsmoking room in a hotel?

I booked a room at a hotel in Wyoming and was given a smoking room. I am a non smoker and asked to be changed to another room (the smell was pretty bad). The hotel clerk told me that they had no other rooms available and that they did not have to reimburse me or provide another room. Is that correct? (I didn't even think to request it because I am so used to having the default be a nonsmoking room).