If you are in a state that allows it, the wineries will be happy to ship your wine purchases back home for you.
If you are only picking up a bottle every here and there, you'll need to go to a UPS Store or one of several other shipping locations. They will help you box up your wines and send them home. It will cost about $90 to ship a case of wine using 2 day air, less if you send it via ground delivery, but you'll need to consider temperatures so you don't cook your wine.

