There are two general patterns that could be used to express the desire that something had happened or had been done. One can—as far as I know—only be used when speaking in the first person, while the second can be adapted to other viewpoints.
The first relies upon the expression
ojalá hubiera, and works as follow:
I wish I had <past action> => Ojalá hubiera <past participle>
- Ojalá no la hubiera conocido jamas. => I wish I had never met her.
- Ojalá hubiera [yo] traído mas leche => I wish I had brought more milk.
- Certain modifiers can precede the word hubiera (as in Example 1.)
The second pattern is much more flexible and relies on want words such as
<X> wish(es) <past action> => <X> gustaría | desearía haber <past participle>
- A él le gustaría haber tenido mas dinero. => He wishes he had had more money.
- Desearía no haber dejado de hablar con mi mamá. => I wish I hadn't stopped speaking with my mother.
- gustaría & desearía are the conditional forms of their respective verbs.
- Again, certain modifiers may precede the word haber.
- This pattern doesn't carry a sense of remorse to any major degree. It generally has the nuance of a reflection, but adverbs of magnitude could be used to help express the gravity of the statement.
These are general grammatical patterns that should be more or less understood everywhere. There are probably more idiomatic phrases in use throughout Latin America, but I couldn't think of any specifically.
I hope this helps! :)