If Dawn dish soap doesn't work (and it's pretty darn good) then get a bottle of Lestoil. It's a cleaner like PineSol, but pinesol won't work for this, only Lestoil. Just put some Lestoil on the grease spot then throw it in the wash like normal.

It may smell a bit like Lestoil when it comes out of the washer but after it dries there is no smell left. It is sold at Home Depot and sometimes Walmart, in the cleaning products section. It has gotten out set-in oily stains on clothes that I thought were ruined forever!