I always thought wax doesn't disappear, it just melts. In those old cartoons, you'd see a candle on a sort of plate. I assume it just catches all the melted wax and then you either use it to make a new candle with a new wick, or toss it out.

Right now I have these candles that are in a little shot glass. The candle is sitting inside, so even when lit, the wax melts inside. Wouldn't the amount of wax just stay constant since there's nowhere for the melted wax to go? But I've used it a few times and the middle of the candle next to the wick is noticeably lower. So does that mean the wax actually turned into vapor and evaporated? Its not like the wax can go anywhere else.