I recently got a FAL parts kit that was swimming in cosmoline. There were large globs of it that laughed off my attemps with brake cleaner. I used heat to remove the large globs. First I put down about 4 layers of newspaper on the garage floor, layed my parts on it, and heated them with a heat gun (a hair dryer should work). This takes a while, but will liquify the cosmoline and cause about 80-90% of it to run off the parts. Surplusrife.com also has plans for an E-Z bake oven made out of an aluminum trash can and 4 120watt light bulbs, if you plan on buying lots of mil-surps I would recomend building one.
To clean off the last of the cosmoline I used brake cleaner, WD-40, a couple large rags, and selection of various small brushes to clean out tight places.
The 45 minutes that I spend with the heat gun saved me a lot of work. The E-Z bake ovens work even better and sould even get cosmoline out of wood.