Yes, this happens so many times in our lives everyday.
Not just milk, but with anything that we may leave too long in the refrigerator tends to leave a pungent smell after its get spoiled, especially given the fact the the fridge remains closed all the time.
Now the trick is to eradicate the odour from the fridge.
The best options for this are citrus fruits .
Lime and oranges are perhaps the best solutions for this problem.
Place a few orange peels in the fridge, make sure they are fresh for maximum effect.
Alternatively, you could keep a small open container, with freshly squeezed lime juice near the vents of the fridge.
Or you could cut a few pieces of fresh lemons/ lime and place them near the vents.
Citrus smell always overpowers other odours.
But make sure you replace the peels regularly as the peels tend to dry up (by then it loses all its fragrance).
NOTE :
BE SURE TO THROW OUT THE MILK,
ALTHOUGH IT MAY APPEAR TO BE AN OBVIOUS SOLUTION, YOU SHOULD DO THAT FIRST.
lifehacks.stackexchange.com/users/10737/Varun Nair
Undiluted tomato juice - wipe the whole of the fridge over with it, including the racks and shelves, then wipe it off, and use a clean cloth with clean water as a final step.
Personally, I think its quicker to do a proper fridge clean, but you'll need Milton or sterilizing fluid (such as that used for babies bottles).
Dilute according to the instructions, use a clean cloth in the solution, wipe over the entire fridge, wash the racks and shelves and anything else you can remove that isn't food.
No need to rinse off, just dry the interior with a dry cloth afterwards.
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Vinegar.
Vinegar is an excellent cleaning tool.
Clean the entirety of the fridge with vinegar (especially the place where the milk was), and then wait.
The vinegar smell might be even worse than spoiled milk, but it will leave about a day or two after the cleaning.
lifehacks.stackexchange.com/users/2775/Demisemihemidemisemiquaver
Clean your fridge.
Ideally gradually use up what's in it
so it's nearly empty already, then:
Turn it off Empty it out Take out all the shelves and drawers Using antibacterial spray, or other cleaning agents of your choice, wipe down the entire interior, making sure you get into all the nooks and crannies.
Take the opportunity to make sure the drainage hole at the back is clean and clear too.
Wipe it down with a damp sponge to rinse out all the cleaning chemicals.
Leave it overnight with the door open to dry.
Clean the shelves and drawers with soapy water in the sink.
Make sure it's completely dry before turning it back on.
I like to do this once a year regardless of the smell.
Keeping your fridge clean is just good housekeeping.
If this seems to be a lot of effort to you, read this article which goes into quite how much bacteria like to live in a cupboard that's essentially a store for slowly rotting food.
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There are boxes of baking soda with tear away sides that have mesh underneath the cardboard.
They are fantastic at absorbing smells and won't spill if you bump them over.
lifehacks.stackexchange.com/users/8101/ErinGoBragh
One of the best methods I've found to get rid of smells in ANYTHING is to use some coffee grounds.
Place the coffee in some bowls spaced around the fridge and within about 2 days the smell will be gone.
I've used it to get smells out of microwaves, cars and even have used it to get smells off my hands by rubbing it into my hands (in this case I used used grounds that were still damp).
You'll be skeptical at first, but once you try it, you'll be sold.
lifehacks.stackexchange.com/users/11932/Thomas Fisher Fish1552
Someone in my house apparently forgot about a gallon of milk in the fridge for a few months, and now the fridge smells really bad. How can I get rid of this smell, aside from the obvious "throw out the milk"?
How can I remove the smell of spoiled milk from my fridge?
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<cleaning><smell>
lifehacks.stackexchange.com/questions/10725
lifehacks.stackexchange.com/users/1216/Unionhawk
It is generally agreed that the most effective way to get rid of the smell of spoiled milk from your fridge is to clean it, either using vinegar, Milton or undiluted tomato juice. However, there are some other tricks that can help remove the smell, such as placing orange peel or some pieces of fresh lemon or lime, baking soda or coffee grinds in the fridge to absorb the smell. The options are to leave some baking soda, coffee grinds, orange peel, lemon slices or lime juice out in the fridge, to wipe the fridge with tomato juice and then water, to wipe it out with vinegar or to give the entire fridge a proper clean, 
Place some orange peel, lemon slices or lime juice in the fridge and replace peels regularly. Wipe the fridge with undiluted tomato juice and then with a clean cloth and water, or clean with a cleaning product such as Milton. Wipe the entire fridge with vinegar and wait for the smell to go. Clean out your entire fridge with a cleaning product, removing all the drawers and shelves and leave open overnight to dry. Leave a box of baking soda in the fridge. Leave a few bowls of coffee grounds in the fridge and the smell will go in 2 days.