I was watching TV when someone on TV said 'Can you smell smoke?' Sure enough I could!
I traced the smell to my HP8656B which I was using about an hour ago and had put it into standby.
I found that the input filter was badly burnt. The fuse in the unit was still ok as it's after the filter. Only the 5A fuse in the IEC lead had gone.
The filter is part of the IEC input connector, fuse and mains voltage select unit. I don't think I'll be able to get a replacement so I'm thinking
of just fitting a new IEC connector with fuse and filter, then hard wiring the voltage selection wires. (if I can work out the connections)
The nearest I could find for a circuit of the mains input is attached but it's not quite the same as my unit as it shows the fuse before the
filter and the voltage section is by card whereas in mine it's a roller.