However, it's a little different in captivity. Pet hamsters are given only so much space within the walls of a cage-therefore they tend to pick one "safe" place, and generally will settle for it at all times whether it is clean or not. If the owner does not step in and clean it out every 5-7 days, urine-soaked food and bedding will begin to grow bacteria, (not to mention a putrid smell!) and can lead to infection, wet tail, and other bad news...
On the other hand... keep in mind that too much cleaning can stress your hamster out! (natural territorial nature)
The general rules (every habitat varies) of cage/nest-cleaning are:
Entire cage: (bedding, food, water bottle, sleep area (nest) and accessories- not more than once per week, not less than once every two weeks.
Nest: (sleep area) not more than twice per week, not less than once per week.
Water bottle: not less than once every 7 days (bacteria build-up)
Accessories: as needed