Ok there is some law in NYC that prevents the sale of wine in grocery stores unless thay have a license . In Madrid it would be inconcievable to not be able to buy wine in any store . Indeed you can buy wine of the shelf in some bars near me ! The guys in NYC were telling me that to get any decent wine I would maybe have to travel to a supermarket on the outskirts of the city . I saw this article on line which I´m going to paraphrase :

New York is one of those strange cities where you can only buy wine in a licensed liquor store or winery. On your way home from work you cannot walk into a grocery store or a supermarket and pick up a bottle or two. A debate is raging over whether to turn over this prohibition era law. Regardless of the outcome .
The debate in New York has put the groceries against an alliance of distributors, liquor and wine store owners. In fact, this group warns that with the new law a third of the 2,700 independent liquor stores in the city will go out of business. The government is leaning towards letting the grocery stores carry the wines not because it thinks it is the right thing to do but because the city needs the revenue.
The wine stores owners grumble about the competition (primarily the grocery chains) killing their business overnight by their ability to discount their offerings and wrangle better deals from the distributors and the producers. The store owners also think that its unfair that they are not allowed to sell cheese, bread and other foods that naturally pair with wines while the grocery stores can. These wine stores do have a point.
When I'm in New York, I shop at Whole Foods and salivate over the thought that I'll finally be able to buy my wine right after choosing a cheese and vice versa. As a wine consumer, how can I not want that. But then I also frequent a few local wine shops that carry some more high end wines and give me fabulous service. I'm torn on the issue as a result. I would hate to see my local wine stores go out of business. I definitely won't get that service in a grocery chain. But I do believe that in the long run the stronger wine stores will hold their own and opening up sales to the grocery stores can only help the industry.

The website this appeared on was from an Indian guy who wants to develop the wine industry in India . The site is : http://www.sommelierindia.com/blog/2009/03/buying_wine_retail_in_india_le.html