I have heard of diesels being able to run on WVO (waste vegetable oil).

2 of the major components involved are as follows:

Filtration: The oil needs to sit and sit and sit for a long time for
the crud to settle at the bottom...then it needs to go thru an
inordinate amount of filtration...I think there is a website that
chronicles this

Heat: this stuff needs to be heated to be able to flow thru the
diesel's lines and injectors, etc...so part of converting to WVO you
need to heat the WVO tank somehow...

Here is a website that discusses it in detail:

http://www.greasel.com/

Dave