A 2014 study from Hungkuang University showed "significant" relief in neck pain from the following essential oils at only a 3% concentration. (source http://www.ncbi.nlm.nih.gov/pubmed/25192562)
Oils: marjoram, black pepper, lavender, and peppermint
Jojoba Oil makes an excellent carrier oil for neck pain as it is anti-inflammatory as well!
Some who are looking for more natural alternatives for pain relief should consider essential oils (after speaking to their doctor).