Baseball glove oil!
No kidding... I've improvised and used it on some of my Dad's sheaths for his knife collection. Out of sight and out of mind, his leather sheaths were starting to dry out. It was a total state of emergency and we were out of mink oil, saddle soap, snow seal... you name it. It was all we could find in the house and after a long day of hunting we weren't about to go back out.
It worked great! Since then I've used it to break in shooting gloves, new shoes, treat rifle slings, pistol holsters, and yes... even baseball gloves.
Apply the oil to a rag and a work a little in at a time. I also like to put some on my hands and work the the leather from the inside out. Its amazing how much oil leather will soak up.