People die jumping off the bridge, and in the past I’ve heard that above a certain height hitting water is like hitting concrete. That being said, it seems counter-intuitive to imagine a wine glass shattering when hitting water from any height.
For the purpose of argument, the wine glass is to be dropped, with no further assistance to its acceleration. No trying to break the question by defining “wine glass” as any vessel capable of holding wine.
If a wine glass was falling as fast as a person falls, it would absolutely shatter. Water is not very cushioning at high speed.
However, wine glasses are going to have a much slower terminal velocity than a person; I’m not sure how much slower. It is conceivable the wine glass would survive, especially one with a high surface area and low weight.
Despite being possible. my money is on shattering.