Wax is one of the most difficult substances to clean from cloth or clothing, and it's worse when the stain is on something you can't wash normally, such as leather. If the wax is still liquid, a quick wipe followed by buffing with terrycloth may remove it. In more drastic situations, like set-in stains on suede or other rough leathers, you must extract the wax and soak it up.
Wipe away any soft or melted wax with paper towels. Start at the lower edges to prevent it from spreading. Wipe from the edges of the spill inwards to prevent it from spreading as well.
Press a cloth-wrapped, zippered plastic bag of ice against the remaining wax for a minute or so. This encourages rapid solidification and prevents the wax from soaking into the leather.
Scrape off any obvious wax residue with a soft plastic spatula or disposable plastic knife, working from the outside edges of the wax toward the center. Pull the leather gently taut as you work, if necessary. Do not scrape the leather itself, even if wax is in the grain.
Heat the waxy area with a hair dryer set to warm until the wax begins to soften. Blot the wax up with plain white paper towels or a white cotton cloth, such as a tea towel. Continue heating the wax and blotting it up with fresh paper towels or a fresh area of the cotton cloth until the wax is no longer transfers over to the paper or cloth.
Apply just a touch of leather cleaner on the terry cloth if there is still wax remaining on the warm leather. Wipe the cloth on the leather in a gentle, circular motion, periodically reversing the direction until the residue is gone. Allow to dry.
Rub the entire leather area, whether it's a glove or a couch, with a good leather conditioner on terry cloth. This will even out any residual discoloration.