It varies from species to species. Considering that they are related to kangaroos (which have a nasty kick if they get upset with you), it is best to keep a distance from wild wallabies if they look upset. Some wild wallabies will come over to humans, but that all depends on the individual wallaby.
Overall, a couple of species are more friendly than others. There are three species of wallabies that are actually considered the best to keep as a pet: the Bennett’s, the Damas, and the red-necked pademelon. Once domesticated and trained, these wallabies have a history of being incredibly friendly to their hosts and those who come over.
However, with all animals, it is best to use caution when approached by or approaching wild or tamed animals.