In a large pitcher, combine the orange slices, lemon slices, and sugar. Use a wooden spoon to muddle the fruit and sugar together until the sugar starts to dissolve.
Pour in the brandy and muddle again to infuse the fruit flavors.
Add the entire bottle of red wine and orange juice to the pitcher. Stir well to combine and dissolve any remaining sugar.
Refrigerate the sangria for at least 2 hours, or up to 24 hours to allow the flavors to meld together.
Just before serving, stir in the chilled club soda for a refreshing fizz.
Serve the sangria over ice in glasses, making sure to include some of the fruit from the pitcher in each glass.