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Most any oil will do if you dont have access to hot water, including the body oil from your person.
I use either wd-40 or 3in1 oil. It dissolves it well and then oils the blade too
+1.
And the best oil is from the skin of your nose. I'm not joking. I *think* I learned this trick from CrimsonTideShooter, although I might be wrong about that. The oil from your nose is different from the oil from any other part of your body. Rub your finger over your nose, and then rub the tape residue until it comes off. Then wipe down with the hem of your shirt, and your knife will be good as new.