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Wash the orange and lemon thoroughly. Slice them thinly, then peel the apple and cut it into small chunks.
In a large pitcher, combine the red wine, brandy (or cognac), freshly squeezed orange juice, and sugar. Stir with a long spoon until the sugar is fully dissolved.
Add the orange and lemon slices, apple chunks, and the cinnamon stick to the pitcher.
Cover the pitcher and chill in the refrigerator for at least 2–4 hours (ideally overnight) to let the flavors meld.
Just before serving, fill large glasses with ice, pour the sangria until each glass is about three-quarters full, top off with club soda or sparkling water, gently stir, and serve.