WD-40? While I have not tried it on candle wax, I have used it on crayons that have melted on car upholstery. Scrape as much as you can off and then spray some WD on and let soak for a few. Depending on the color of the carpet it (The WD) may stain so you might want to spot test somewhere first.

Another thought is to use Brake parts cleaner. It is non-chlorinated and is just awesome on grease and oil that gets on our carpet. I just spray it on and then use a air compressor to blow it into a rag. You could use a spray can of air (like you would use to clean your computer) if you do not have a compressor.

Just some thoughts. Good luck.

Since it is oil based have you tried Dawn dish detergent, it's supposed to be good at pulling oil stains from clothing, might be worth a try.

If it's hard like a wax candle, you can try placing a paper bag over the spot and applying an iron to it. The heat will melt the wax and the paper will absorb it.

My Tried and True 3 step method.
1. Place the paper bag over the stain and iron it with a medium hot iron until no more grease comes through.

2. Sprinkle cornstarch over the area the wax was covering...then add a 4" diameter to catch the oil that has spread. Let it set for about an hour. Rub it gently in to the carpet. Vacuum thoroughly.

3. Use either Dawn dish soap or store brand shampoo for OILY hair and mix it with water. One teaspoon to 2 quarts water. Scrub, scrub, scrub until the cloth does not smell like the candle. Then make sure you rinse this thoroughly...you can use a wet/dry vac or carpet shampooer for the rinse. Make sure there is no soap left in your carpet. It will attract dirt if there is any residue left from the soap.

I am famous for spilling hot candle wax, baby oil, filter oil from dirt bike, vegetable or olive oil and melted butter on my carpets. I have arthritis and cannot always hold on to everything. So far these three steps have not failed me and have removed all of the above and then some!!

all interesting advice. I have never spilled anything on my carpet.