Found an article on removing tree sap that seems pretty good. There's user feed back under the article that has further suggestions.
http://www.ehow.com/how_10396_remove-tree-sap.html
In short, it suggests using mineral oil, paint thinner, fingernail polish remover or plain old rubbing alcohol. I imagine that the specific composition of the tree sap on your car might make one of these things more effective than the others.
Anyone have any feedback on how these things might affect paint?