Rubbing alcohol will do it, but beware: it'll take of
all the paint apps, very difficult to control (ie taking off some and leaving others). Also, some figures (such as the new Generations Springer) have large piece that are painted, rather than moulded in the colour, so it's easy to remove paint that you don't intend. And yet another potential issue is that it can make some clear pieces cloudy if you're not careful.
Practice whatever you're going to do on a junker first. That's absolutely a must.
Sometimes you're better off just painting over the top rather than taking paint off. And watch for rub points!
(While it might seem like I'm trying to scare you off, I'm really not

)