The study of transport in magnetized plasmas is a problem of fundamental interest in controlled fusion, space plasmas, and astrophysics research. Three issues make this problem particularly challenging: (i) The extreme anisotropy between the parallel (i.e., along the magnetic field), chi(parallel to), and the perpendicular, chi(perpendicular to), conductivities (chi(parallel to)/chi(perpendicular to) may exceed 10(10) in fusion plasmas); (ii) Nonlocal parallel transport in the limit of small collisionality; and (iii) Magnetic field lines chaos which in general complicates (and may preclude) the construction of magnetic field line coordinates. Motivated by these issues, we present a Lagrangian Green's function method to solve the local and non-local parallel transport equation applicable to integrable and chaotic magnetic fields in arbitrary geometry. The method avoids by construction the numerical pollution issues of grid-based algorithms. The potential of the approach is demonstrated with nontrivial applications to integrable (magnetic island), weakly chaotic (Devil's staircase), and fully chaotic magnetic field configurations. For the latter, numerical solutions of the parallel heat transport equation show that the effective radial transport, with local and non-local parallel closures, is non-diffusive, thus casting doubts on the applicability of quasilinear diffusion descriptions. General conditions for the existence of non-diffusive, multivalued flux-gradient relations in the temperature evolution are derived. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.3696054]