I get two categories of black stuff on my rims.

1. Brake pad remnants on the brake track
2. Aluminum oxide/roadgrime slurry residue on the remainder of the exposed rim surface, from riding in the rain.

For #1 , rubbing alcohol or acetone both seem to work well.
For #2 , soap and water is effective if used shortly after the slurry has left its residue. If it's left on for very long it actually stains the rims, so you'll have to move up to progressively more aggressive cleaning methods.