Sprinkle shrimp evenly with garam masala; let stand 5 minutes.
Heat oil in a large nonstick skillet over medium-high heat. Add bell pepper and onion; sauté 5 minutes or until vegetables are crisp-tender. Add shrimp; sauté 3 minutes or until shrimp are done. Stir in wine, 3 tablespoons cilantro, salt, and black pepper. Cook 30 seconds. Sprinkle with remaining 1 tablespoon cilantro. Serve with lime wedges.