If your vehicle is showing burning plastic or electrical smell when the heater or a/c is on, here are the most likely causes and the parts you'll need to fix each one.
The blower motor resistor gets extremely hot during normal operation to control fan speeds. If the connection is loose or the blower motor draws too much power, the plastic wiring connector will melt and emit a strong electrical burning smell.
As the blower motor ages, its internal bearings wear out, causing it to work harder and draw excessive electrical current. This overheats the internal motor windings and attached wiring, creating an electrical burning smell.
Leaves, twigs, or plastic debris can bypass a missing or torn cabin filter and get lodged against the hot blower resistor, causing them to smolder and smell like burning plastic or organic material.
If the A/C compressor is seizing or the clutch is worn, it will slip and generate extreme heat. This burns the clutch's plastic/epoxy coil, and the smell is drawn into the cabin through the fresh air intake.
High electrical resistance in the dashboard climate control switches can cause the plastic switch housing to melt from the inside out, especially when the fan is run on high for extended periods.
Wires from a recent stereo, alarm, or remote start installation may have been routed too close to the hot heater core pipes or the blower resistor, causing their plastic insulation to melt.