The build-up on your kitchen cabinets is grease and oil that has mixed with dust and normal dirt to make a sticky glue that can be difficult to remove.
Your best bet will be with a commercial kitchen cabinet cleaner. I love using cleaners with orange oil for this frustrating chore. But be careful with these commercial products. Some can be flammable and caustic. Be sure to follow the manufacturer's instructions.

Baking soda and/ or dish soap can get the job done, but it usually takes more work and plenty of hot water.

Applying a polish to your clean kitchen cabinets once you've removed the grime will help keep your kitchen cabinets free of this mess. Also, daily/weekly maintenance will keep build-up from occurring as well.