In a heat-safe bowl, mix egg yolks, Marsala wine, and sugar.
With a shallow pot, fill halfway with water and bring to a simmer. Reduce the heat and place the bowl with the yolk mixture over the pot so that its sides are resting on the top of the pot. (Can also use a double boiler.)
Whisk the mixture until the cream triples in volume.
Split the cream between serving glasses.
Serve and enjoy.
Notes
You can substitute Marsala wine with other types of sweet wine.