Rub it with a cloth!?  I presume that's stating the obvious ;)  However, wax
normally dries to a white reside, which you then buff off with a bit of hard
work!  If it gets stuck into little nooks and crannies, it can indeed be
harder to remove.  Just never use anything harder than your paint to remove
it with.  If you really can't shift it by rubbing, try something plastic
like a toothbrush handle ... carefully.  Applying more wax ironically may
help too if it dissolves the built up residue.  If you're talking about on
open surfaces, then really - a lint free dry cloth on the dry paintwork
won't rub it off and bring out a shine?  Are you sure it was wax you put
on!?

Take a picture and stick it on a website so we can see!

a

Try the new ICE claybar and synthetic wax on it. We gave it a try and WOW
what results.