The summer 2009 issue of the GIG Quarterly Newsletter included an article on Wendy's french fries. According to this article and Wendy's company website "French Fries may be cooked in the same oil as boneless chicken wings, crispy chicken patty, crispy chicken nuggets and fish filets (where available) which contain a wheat allergen."
Not all Wendy's have dedicated fryers for french fries. The GIG article also recommends that if you do find a dedicated fryer to ask that the fries be taken with clean tongs directly from the fryer, to cut down on the chance of cross contamination. As always make sure you are looking at current information, the Wendy's allergen information was updated in June 2009 you can review it here.