To make wine popsicles, you'll need a plastic popsicle mold and lower alcohol wines, like sangria. Higher alcohol wines (and cocktails) will need to have some simple syrup or fruit juice to help it freeze.
Sangriasicles: Just pour your favorite sangria into the popsicle mold. Insert the plastic sticks, let freeze for about 2 hours.
Pinot Grigio: Add 1/4 cup canned pears in syrup to 1 cup wine. Puree in blender. Pour into popsicle molds and let freeze at least 2 hours.