Pour the red wine, brandy, orange liqueur, and sugar into a 3-quart pitcher.
Stir for about 30 seconds, until the sugar dissolves completely and no longer feels gritty against the spoon.
Add the orange slices and diced apple, then stir once more to settle the fruit into the liquid.
Cover the pitcher and refrigerate it for at least 4 hours and up to 24 hours, so the fruit releases its juice into the wine.
Stir in the orange juice just before serving.
Fill wine glasses with ice, then pour the sangria over the top, dividing the fruit evenly among the glasses.
Top each glass with a splash of club soda and serve at once, while the bubbles are still rising.
Good to Know
For the zero proof pitcher, replace the wine with unsweetened red grape juice plus 1/4 cup pomegranate juice, and swap the brandy and orange liqueur for extra orange juice. Everything else stays the same.