Depends if they you're talking whites or reds and what brand.But unless they are labelled as vegan they generally have at least one or two of the following in any bottle....
Egg whites.
Skim milk.
Caseins.
Gelatine.
"In essence each of the animal products used in winemaking is a processing aid and in the wine industry they are referred to as fining agents. Each of these agents is simply a source of protein which when added to the wine reacts with tannin and then settles out thus removing the tannin. "
Not to mention the blood and bone and fertilizers used to grow the grapes.
So if you're drinking wine (unless it's vegan) you're still supporting horrible industries.
Giving up Jacob's Creek was the only product I've been sad with since going vegan. It's been my favourite wine for years. But I just bought a bottle of Yalumba Merlot which is vegan. Hopefully it's almost as good. Otherwise I'll just have to do a lot of taste testing