Spicy foods need something to contrast them and stand up to the spice.
For example, Thai dishes work well with off-dry or medium-sweet wines. The sweetness can temper the heat of the spice. Wines with lower alcohol are best for spicy dishes so you don’t get the burn of the spice and a wine that burns in the throat! So, try an off-dry Riesling, Gewurztraminer or Torrontes.
Of course, there’s no set rules. So, you can try what you like. Recently, the Chilean wine industry started pushing Carmenere with curry.