Itchy feelings in the vagina or the external genetalia can be not only embarrassing and uncomfortable, but they could be the sign of something more serious that underlies this and that the itch could be a mere symptom of a deeper problem.
When the feeling of itching is accompanied by a foul smell and/or abnormal discharge then it could be caused by a number of different conditions.
These could include infections raining from the mild to the serious: yeast (or Candida), Bacterial Vaginosis, Chlamydia, Herpes, HPV, gonorrhea, noninfectious vaginitis etc.
Whatever the underlying cause, it is important to find out what it is that causes the itchiness and then obtain proper treatment for it.
This is not to say that all vaginal itchiness is caused by an infection; some may have been caused as an allergic reaction to a cosmetic or other product you have been using. Sometimes it could be something like a vaginal douche that you have used which has not suited you and caused a reaction.
Or it could be a soap or hygiene product that you use or fabric detergent or fabric softener that you use for your laundry that is causing the itch. Sometimes spermicidal products or vaginal sprays could be the culprit.