This article says yes.

http://www.nytimes.com/2006/11/07/he...rssnyt&emc=rss

The Claim: Some Types of Alcohol Cause Worse Hangovers Than Others

By ANAHAD O’CONNOR
Published: November 7, 2006

THE FACTS Too much alcohol of any kind can cause sickness and regret the morning after. But it’s often said that some kinds of drinks are worse than others.

Experts say that the type of alcohol you drink does make a difference, but for various reasons. Among the most important is the amount of congeners (pronounced CON-juh-nurz) — complex organic molecules, like methanol — in a particular drink. Impurities in poorly refined spirits like cheap vodka can also play a role, but congeners, which are common in darker liquors, seem to have the greatest effect.

According to one report in The British Medical Journal, which looked at the effects of different types of alcohol, the drink that produced the most hangover symptoms was brandy, followed by red wine, rum, whiskey, white wine, gin and vodka. Another study showed that bourbon was twice as likely to cause sickness as the same amount of vodka.

There is also wide variation within certain categories, like wine. Wines that come from countries where a small change in climate can greatly affect their quality, some experts say, can contain significantly more hangover-inducing compounds in a bad season. Inexpensive red wines, in particular, have a reputation for causing sickness. But that may be because some people suffer from a syndrome called red wine headache, whose cause is unknown. What scientists do know is that the wines that cause it vary from person to person, and across brands, grapes and price.

THE BOTTOM LINE Certain types of alcohol can make a hangover worse.
I've heard that red wine can produce some nasty hangovers. I've never drank enough of it at once to find out for myself, but this article definitely supports the claim.