The 21st Amendment to the U.S. Constitution gives states the right to regulate the sale of alcoholic beverages within their borders. A few states do not allow the shipping of alcoholic beverages at all, and many more allow shipments only to licensed wholesalers, or even to state-owned liquor distribution centers.
Even if you're planning to ship a couple of bottles of homemade wine to a relative, it's wise to be cautious and check out the shipping laws in your state and the destination state before shipping any alcoholic beverages across state lines.
Buying alcoholic beverages from abroad requires dealing with U.S. customs authorities. If you are importing for resale, you will need a Federal Alcohol Administration permit; if the shipment is for your personal use, you may still have to pay import taxes and duties.