Bring wine to a boil with figs in a small saucepan, then remove from heat and steep figs, covered, until tender, about 30 minutes. Strain mixture through a sieve into a medium heavy saucepan and reserve figs in a small bowl.
Add cranberries, sugar, and zest to wine and bring to a simmer over medium heat, stirring until sugar has dissolved. Adjust heat and continue to simmer, uncovered, stirring occasionally, until cranberries burst and mixture is thickened slightly, 10 to 15 minutes. Remove from heat and discard orange zest strips, then stir in figs. Let cool completely.
Cooks' notes: Cranberry sauce can be made 1 week ahead and chilled in an airtight container. Bring to room temperature before serving, and if desired, thin with warm water. If serving 2 to 4 people, sauce recipe can be halved, but because cranberry sauce keeps indefinitely in the refrigeratorand we think this one is particularly deliciouswe suggest you make the full amount and enjoy it for months to come with chicken or pork, or as a topping for toast.