I always have a little bottle of laundry detergent with me when touring, I use this for cleaning my drive train too. It seems like laundry detergent is a bit stronger than most others so it works pretty well on oil. Almost as good as any petroleum based solvents in my opinion. I form a little cup with my hand, pour some detergent into it and rub the liquid into the chain. It might take a couple of treatments to get things clean dependent of how gunky they are, but I do take care not to over lube my drive train in the first place.
As others have mentioned, an old tooth brush is nice to have for cleaning cassettes and jockey wheels. A cheap small and perhaps modified paint brush would do the job too.