Seconding the Dawn. Blot off all you can get with paper towels first, then hit the spot with Dawn (if you don't have any, whatever dish soap is handy, though it won't work as well) and wash the spot in warm water. Once you've got all you can out that way, don't let it dry--put it straight in the washer if it can be laundered, or do the whole thing by hand if it's delicate (I'm thinking of cotton crochet thread and such.)
Most smoke fluid is clear, so the stain won't be too visible. If it does leave a spot, that's what table runners and center pieces were made for!