Try rubbing in neat washing up liquid; leave it to work for a few minutes then add hot water to create a lather and rinse. Follow this with a wash in the machine as usual. Depending on how bad the oil mark is, you might have to repeat this but it works for me.
Washing up liquid is good, so is shampoo. Either one are grease cutters and are sure to work. I spilled pizza down a set of trousers once and had grease all over them, but it came out!
You can buy a stain devil from Tesco's (or anyother supermarket) for about �2, there is one specifically for cooking oils and curry sauces. Works a treat.