Your sense of smell is the only sense with privileged access to the limbic system, the center for emotions, drives, and memories. Olfactory stimuli arrive unfiltered in the amygdala and hippocampus, where feelings are processed and memories are formed.
That explains why the smell of apple pie can catapult you back to your grandmother's kitchen in a fraction of a second. The connection between scent and memory is so powerful that fMRI studies show significantly heightened activity in these brain regions when people smell familiar fragrances.