Although most modern clothing is colorfast and won't run or fade, always test any alternative grease remover on a small hidden spot of clothing, just in case.
Virtually any detergent you have around the house can be formulated into a grease remover. One of the best is Dawn dishwashing detergent mixed with a biodegradable detergent called Simple Green. But others can be substituted with the equally good results. Soaking the stain in a mild floor cleaner works, as does using regular hair shampoo as a prewash. Citrisolve citrus cleaner and Lysol also make a good prewash; just apply over the stain, rub it in, let it sit for about 10 minutes and wash normally.
Try adding a 1/4 cup baking soda, 1 cup ammonia and 1/2 cup vinegar into a gallon bucket of warm water. Dab onto the stain and let it sit for a few minutes, then wipe off.
Almost any petroleum-based substance can be used to loosen a grease stain. Spray on petroleum lubricant and let it sit for several minutes, or squirt on lighter fluid and allow it to sit and penetrate the grease stain. Of course, the clothing will still need to be put through a regular wash cycle, but the grease stain should be dissolved.
There are several alternative methods you can try, too. As demonstrated on a popular morning TV show, Cheez Whiz can be dabbed onto a grease stain to break it up. Coca-Cola also can be poured onto the stain, and even hair spray can be applied with good results.
To manually remove a grease stain, heat an iron and place either a rag or paper towel over the offending spot, then iron over the top. The iron will melt the grease and the rag or towel will absorb the liquid.