I have several beautiful candles from Anthropologie that look like this:
Place the glass candle holder in the freezer for at least an hour, I usually leave mine in there for a day or so. You want the wax to harden as much as possible so its easy to remove. Take the candle holder out of the freezer and gently break the wax off the glass with a knife. Try to get between the wax and glass, so you can break off large chunks of the wax at once. It works like a charm! No scraping off wax residue or making a mess, I can usually get the wax out in two large chunks and then a third time for the wick.
I have heard that if you leave the candle holder in the freezer for a week or so the wax will eventually fall out in one piece. If any of y'all try this, let me know if it's true. In the meantime, we know the few extra steps of breaking the hard wax with a knife does the trick!
I hope y'all find this tip helpful!