Wax and wax crayon marks can be easily removed from fabric. Get 2 pieces of brown paper and place them either side of the stain. Then iron with a warm iron and the wax should be absorbed by the paper.
You can use kitchen towels as well.
To remove skateboard wax from shoes, first scrape off as much as possible, next place a piece of brown paper bag over the spot and iron at a low setting (moving the bag continuously until no more wax comes up), finally use a toothbrush to scrub any spots that are left with ammonia. This worked great on my son's brand new Etnies!