Wain was born and grew up in Stoke-on-Trent, Staffordshire, the son of a dentist, Arnold Wain, and his wife Annie, née Turner. He had an older sister and a younger brother, Noel. After attending Newcastle under Lyme High School, he entered St. John's College, Oxford, gaining a first in his BA in 1946 and MA in 1950. He was a Fereday Fellow of St John's between 1946 and 1949. On 4 July 1947, Wain married Marianne Uffenheimer (b. 1923 or 1924), but they divorced in 1956. Wain then married Eirian Mary James (1920–1988), deputy director of the recorded sound department of the British Council, on 1 January 1960. They had three sons and lived mainly in Wolvercote, Oxford. Wain married his third wife, Patricia Adams (born 1942 or 1943), an art teacher, in 1989. He died in Oxford on 24 May 1994.
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