Do you mean the little bits that remain stuck to the skin after the actual plaster has been removed? If so, then anything oily is good - baby oil, for example.
With some new anti-allergic plaster baby oil might not be as effective. I had to use surgical spirit to get the sticky remains of that type of plaster off. However, baby oil is much better for your skin. The best oil you can use is wild rose oil, for it's known to cause scars to heal up moore smoothly.