If a glass of wine (for example) only has meaning to a human, what makes a shattered spilled glass any less orderly than a full whole glass?
Symmetries. Symmetrical systems have smaller entropy as defined by delta(S)=delta(Q)/T) because to break the symmetry energy/heat has to be expended.
Or if a particle is observed, and it's probability wave collapses, isn't this moving from a 'chaotic' (uncertain and in many places), to an 'orderly' (certain, definite position) state?
The crux in this sentence is "observed". To observe there must be interactions and the interactions of observing add energy and disorder to the system. It is only in closed hermetically systems that the entropy is 0 or increasing statement can be evaluated. Think of biological systems. They are par excellence reducing entropy in their bodies, but they are not in a closed system, they die if the y cannot continually exchange energy and chemicals with the larger surroundings increasing entropy in the exchanges.
Also, isn't the formation of stars, planets, galaxies etc... a move from a more chaotic state to a more orderly one?
In an individual star, no, the heat goes up within when the star is formed from the big bang debris, much faster than the temperature which starts at near zero Kelvin; also a lot of radiation is created and escapes, increasing the entropy of the universe.