alcohol, along with hookah tobacco etc, is haram because
a) it is physically poisonous (it is physically harmful to our bodies)
b) it is mentally poisonous (it increases the distance between oneself and allah)
neither of these apply to foods which use alcohol as a flavoring or in cooking as far as i am aware. any food which can be reasonably expected to include a large level of pure alcohol should be avoided, but this does not apply to beer batter in which the alcohol is effectively cooked off. i cant post links but search google for "beer battered fish chips drunk" and there is a yahoo page at the top.
wine sauce i cant seem to find anything cohesive about it, so may be best to avoid if in doubt.