Sprinkling talcum powder or cornstarch on a grease stain and then brushing it off will pull most of the grease from the fabric, especially if you leave powder on overnight.
Consumer Guide suggests possibly holding the area above a steaming kettle to remove water spots.
Once the stain sets it can be very difficult to get out. Your best bet is to take it to a professional dry cleaner who might be able to help you.
