Follow these tips for removal of wax from the appropriate surface.
 

Carpet and upholstery

Carefully pull off as much wax as possible. Place white paper toweling over the wax and apply a warm iron to the area, moving the paper towel as it picks up the wax. This process is a gamble. The heat might damage some fabrics. When in doubt, contact a professional cleaner.

Clothing

Place several sheets of white paper toweling between the stain and the ironing board and the stain and the iron. Press the area with a warm iron. The idea is to transfer the wax from the fabric to the more absorbent paper towels. As the towel soaks up the wax, move a clean part of the towel over the stain and continue the process. When the towels no longer take up wax, launder washable fabrics using a pre-wash stain remover as needed. Send non-washables to the dry cleaner. Be sure to indicate the stained area.
 

For hard surfaces, such as wood there are two approaches.

The hot treatment

Peel off as much of the cooled wax as possible. Heat the area with a hair dryer on the low setting. As the wax softens, wipe the area with a soft cloth.

The cold treatment

Peel off as much cooled wax as possible. Place ice cubes in a plastic bag and apply the bag to the area to further harden the wax. Carefully push the wax off with a plastic kitchen spatula, a credit card or a fingernail file wrapped in a paper towel. There's the danger of damaging finish, so try a small area first.
 

Candleholders

Place them in a freezer or freezing weather for about a half-hour. The wax should then pull off easily. Finish the process by washing china and crystal candlesticks in warm sudsy water. Wipe metal candlesticks with a damp cloth and polish if necessary. Don't immerse weighted or hollow candlesticks in hot water.