If you want to change transmission gear ratios, you must open up the tranny and start replacing gears. Depending upon the car in question, this can range from not too expensive to impossible. If you are looking to change the final drive ratio, you need to pull the differential and replace the ring and pinion gears. Again, depending upon the car in question, this can range from not too expensive to impossible.
The third accepted, but very limited possibility is to change overall tire diameter, which has the same overall effect on all gear ratios that changing the differential will. This is one of the cheapest methods to changing overall ratios, but is limited to small changes in most cases (using a much shorter tire than stock will throw off all sorts of things, suspension geometry just to name one).
Increasing engine redline is either a matter of reprogramming an ECU or changing the rev limiter, depending upon vehicle. Vintage cars don't have an ECU and thus only have a real redline if they wetre equipped with rev limiters at some point (usually these are ignition based).
The real question is why you would want to increase redline. All other things being optimized, and engine which can make the same amount of torque at a higher RPM than another will be faster overall (assuming you rev it), but "all other things" is a HUGE discussion. So before I go any further, could you explain what about increasing redline you want to know? To quickly clarify, increasing redline only on any motor will not increase accelerative ability, it will just quickly break the motor. There are many parts in an engine which must be modified or changed in order to take advantage of increased RPM potential.