If you are vegan, you should be very careful when you select what kind of wine you buy. You see, although wine is made from grapes, not all wine is necessarily fit for vegan consumption.
When wine is made, the liquid is filtered through fining agents. It’s part of the process. These fining agents are often made from substances derived from animals; materials such as blood and bone marrow, casein (milk protein), chitin (fiber from crustacean shells), egg albumen (derived from egg whites), fish oil, gelatin (from boiling animal parts), and isinglass (gelatin made from fish bladder membranes). YUCK! – 
For more info, check out: peta.org/about-peta/faq/is-wine-vegan/