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Took delivery of my ex mother-in-law's EA dining table, 6 chairs, hutch and a bed and chest over the holiday. Daughters tell me that their mother had them use Pledge on it the past 15 years... prior to that grandma used Murphy's Oil Soap and/or lemon oil. I'll refinish them at some point, but right now I'd be happy to clean off the 'gooey' where the chairs have been handled forever. Don't have any Murphy's, but that would probably be my first shot because I expect the Pledge has caused the problem. Comments? 
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I would start with mineral spirits on an old T-shirt or blue shop paper towel. It won't hurt the finish and it will remove oily dirt and wax, including silicone containing ones like Pledge, whereas Murphy's won't or won't very quickly. If there is anything that the MS doesn't remove, then follow up with the Murphy's Oil Soap.
John
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If it's any help, I've stripped a few EA chairs in the past year. They were the typical golden lacquer maple/birch. They stripped very easy with MEK stripper. I'm quite positive the finish is a soft NC lacquer. The biggest PIA is the spindles which take a fair amount of time. My local furniture stripper quoted me $50 a chair which is fair, IMO, being his work is super clean and sanding free. Most of their chairs would be $300 each, or more, in today market if they were new. I agree with the MS recommendation. I wouldn't hesitate to try denatured alcohol as well. I think DNA cleans a bit better then MS on a lacquer finish but it evaporates very quickly--a big downfall and more money in the end.
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I agree with the above two. DO not use lacquer thinner or acetone unless you are going to strip the chairs they damage almost all common finishes.
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As the two posters above suggest, the finish is most likely nitrocellulose lacquer.
If Pledge was used, I feel certain you have silicone oil contamination. When you do refinish, you will likely have to begin with shellac. The shellac will need to be used as a barrier coat, you probably have little choice. When the barrier has been established, you can use nitrocellulose lacquer. If it is contaminated, and if you begin with NC Lacquer, you will have fisheye problems.
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Why will you need shellac once you do a strip job? I have never needed it and have done more than a few ethan allen pieces. Once stripped you have removed all the contaminates. To clean the pledge use mineral spirits and lots of clean rags or paper towels. I have never had much luck with murphys as a cleaner. the kleen strip premium stripper is the best, still the Ethan Allen stuff is pita to strip. Plus what it looks like now is rarely what is underneath the finish. EA does like their toners.
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If the silicone oil cannot be removed, it has to be isolated. There are cases where that is so. Also, if the finish is in good shape generally, he can seal with shellac, and then just doll it up with some new topcoats. It isn't always necessary to strip to bare wood.
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For 40 year old chairs that have been exposed to two generations of young'uns and dogs, they're in surprisingly good shape. Normal 'wear' areas don't bother me in the least... but there's some pretty deep scratches in the seats and some leg dings. Refinish is a springtime project if it gets done at all. I'm cleaning first and may get used to the 'character'.
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As Restorer says, EA does like toners.
If you are unfamiliar with spraying toners, unfamiliar with glazes, you might find that the wooden articles (the furniture itself) bears little resemblance to the finished furniture.
Glazes and toners belong to a class that I call, "special effects finishes." I don't think it will be of any value to look that term up, it's just slang that I use. The point is, with glazes and toners, a finisher can make one thing look like another. Notice, I didn't say the stain does it, I said the workman does it. There are often questions on the forum like, "What stain do I get to do thus and such?" With glazes and toners this is not the case. The work is procedural. A skilled artisan makes the wood look like mahogany, or makes it look "old."
You can't buy "Mono Lisa paint." You buy different colors and skillfully apply them to paint the portrait.
That's why I mention isolating the silicone oil underneath shellac. If you strip to bare wood it may be very difficult to get the (now altogether white) furniture to look like it once did.
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The dining room appears to actually be cherry. I can see the heart and sap wood on the inside of the drawers and casework on the hutch that's not 'stained', and the wear area of the chair arms looks right. That said, there wasn't much effort made to match anything on the glue ups, so toners were obviously used on the exterior.
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