AFTER DEICING AND DEPARTING; AN ACR CREW HAS FUMES IN COCKPIT. DURING RETURN TO LAND IT IS DISCOVERED THAT THE ENG BLEEDS HAVE BEEN LEFT OFF.

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WE FOUND ICE ON WINGS AFTER ARR FROM LAS. PUSHED BACK FROM GATE TO BE DEICED AT BNA. COMPLETED THE DEICE/ANTI-ICE WITH THE ENGS SHUT DOWN CHKLIST. WHEN COMPLETE WITH DEICING; TURNED APU BLEED ON AND STARTED ENGS. TAXIED TO THE RWY WHILE PERFORMING PRETKOF CHKLIST. DURING THE BELOW THE LINE FLOW; I PUT MY HAND ON THE ENG BLEED SWITCHES NOTICING THEY WERE IN THE SAME POS; BUT NOT RECOGNIZING THEY WERE BOTH OFF. AFTER TKOF; PASSING 5000 FT; WE BEGAN TO NOTICE A BURNING OIL SMELL. WE PERFORMED THE MEMORY ITEMS TO THE SMOKE/FIRE IN THE COCKPIT AND STARTED A TURN BACK TO BNA BY 10000 FT. AT THIS POINT THE CAPT NOTICED THE ENG BLEEDS WERE OFF. HE TURNED THEM ON. THE FUMES CLRED IMMEDIATELY. WE PERFORMED AN OTHERWISE UNEVENTFUL APCH AND LNDG AT BNA. SUPPLEMENTAL INFO FROM ACN 491420: WE WERE NOT RUSHING. IF ANYTHING; WE WERE SLOW AND DELIBERATE. I LOOKED RIGHT AT THE BLEED SWITCHES DURING THE 'BELOW THE LINE' CHKLIST. IT JUST DID NOT REGISTER THEY WERE NOT IN THE CORRECT PLACE. IT WILL NOT HAPPEN AGAIN. I THINK FATIGUE; A DARK COCKPIT; AND THE FIRST TIME FOR THE YR TO DEICE HELPED CONTRIBUTE TO ME MISSING THE BLEED SWITCHES. THIS ONCE AGAIN REMINDS ME THAT WHEN YOU LOOK YOU NEED TO SEE WHAT YOU ARE LOOKING AT! IN RETROSPECT I REALIZE THE PRETKOF CHKLIST COVERS ALL THE SWITCHES THAT ARE MOVED DURING TAXI DEICE CHKLIST; BUT I DID MISS IT. THIS DEICE CHKLIST THERE ARE BOLD ITEMS TO GET READY FOR DEICE; BUT NOT TO RETURN THE ACFT TO NORMAL OPS. I PROPOSE ADDING THE FOLLOWING TO THE CHKLIST: FLAPS -- AS REQUIRED FOR TAXI/TKOF; TRIM -- SET FOR TKOF; ENG/APU BLEED ON -- ON; AIR CONDITION PACK SWITCH -- ON/AUTO. CALLBACK CONVERSATION WITH RPTR ACN 491727 REVEALED THE FOLLOWING INFO: THE SOURCE OF THE FUMES WAS UNDETERMINED. ONCE CABIN AIRFLOW WAS RESTORED; THEY DISSIPATED. THE FLT WAS CONTINUED IN A DIFFERENT ACFT.