When dealing with a white wall, use bleach to remove a red wine stain. This is not recommended for cleaning stains off colored walls. Simply dilute some bleach with water and scrub the stain off the wall. If you don't have any household cleaning bleach handy, you can also use hydrogen peroxide to make the cleaning mixture.
Red wine and white wine manage to counteract each other when it comes to stains. If you have a red wine stain on the wall, soak a cloth in white wine and scrub the wall vigorously. You can create a mixture of white wine and salt and hold that against the spill for awhile, as salt helps absorb the red wine. Be careful not to scrub hard though, as salt crystals can scratch the paint.
Because it is one of the hardest stains to deal with, some companies have formulated products specifically designed for cleaning red wine stains. These products are developed for use on a variety of surfaces so you can get red wine stains off your floor, couch, clothes or your painted white wall. If you drink red wine regularly and know that a stain is a possibility, investing in one of these problem-specific products is advisable.
Sometimes the best option is to just repaint the portion of the wall if the stain won't come out. Always keep a small store of the paint you use to paint your walls for touch ups and problems like this. If you've cleaned the stain thoroughly, you should have removed at least part of it. Then, prime the stain with a stain-sealing paint. The rest shouldn't show through a top coat of paint.