There are lots of products like Goo Gone out there designed to remove sticky residue. If you don't have any around, bicarb soda and cooking oil make a great, natural alternative.
Photo by Tambako The Jaguar
Create a mixture of equal parts bicarb soda and cooking oil. Put the mixture on top of the label you want to remove. Wait at least 30 minutes. Then, scrub off the bottle and the glue is gone. Finally, wash the bottle to remove the oil and bicarb soda. Clean and green. Of course, there are a number of other household items that work well, too.
How to remove label glue from glass easily and naturally [Mother Nature Network]