Remove as much of the wax as you can with your fingers. How successful this process is will depend on how hard the wax is; try just sliding a fingernail across the brow, moving with the grain of the hairs. Hopefully, some of the wax will slide away easily, but don't force it if it's pulling hard against your hairs; you don't want to pull them out!
Rub your eyebrow with an ice cube. If what you're dealing with is a soft wax, like a hair wax, firming it up into a solid will make it easier to remove. Rub the ice cube for about 30 seconds, then do the fingernail scraping trick; you'll notice the wax starting to solidify under your fingers. Repeat as necessary.
Wash with a hot washcloth. This trick is good if the problem is that the wax is hard and thick and you can't pull it without giving yourself a bald forehead (not a great look). Get that water as hot as you can stand from the tap and hold it place over your brow for 30 seconds. Wipe or scrape with your fingernail. Repeat.
Rub the wax with mineral oil or petroleum jelly to soften it if any stubborn particles remain, or if the heat treatment doesn't work on hard wax.
Swab the eyebrow and surrounding area with a cotton swab soaked in rubbing alcohol. This will remove oily residue, though you may need to take a couple passes with fresh swabs if there's a lot of it.
"The Makeup Artist Handbook: Techniques for Film, Television, Photography, and Theatre"; Gretchen Davis and Mindy Hall; 2008