I am dealing with this with my youngest. One of the most important aspects of this is that she is willing to give it up, otherwise it is fruitless to try. I speak from personal experience there! One thing to look at is whether she has an object such as a blanket or stuffed animal she sleeps with and therefore associates her thumb with. Both my girls had blankets, and when my older daughter was 5 and really wanted to be done with her thumb, we talked about how she would always want to suck her thumb when she held her blanket. She bravely put the blanket away, and we put a rather thick bandage around her thumb at night. This was after trying nasty tasting substances on her thumb, which did not work that well for her. It took probably a month total with her, but she did succeed. My youngest, who is now going on 10, has been much more challenging. She doesn't care if friends see her sucking her thumb at sleepovers (none of them tease her) and she doesn't want to give up her blanket so her incentives are not very great. We have had limited success with applying unpleasant tasting substances as well as the bandage trick. She will quit for a while, but I really think if I can finally get her away from the blanket it will do the most. Also, I doubt she will be able to go much longer without her peers commenting.
Oh, and another thing that helped my older daughter was that our dental hygienist, whom she adored, talked with her about what it would do to her teeth if she kept up the practice. She didn't say anything I wasn't already saying to her, but she responded much better! Anyway I hope something in here might give you some things to try. Good luck!