I live in Maryland, and between my state and country (Montgomery) we have some pretty stupid and archaic laws regarding alcohol. In a nutshell, here is a summary:
No beer, wine or liquor is allowed to be sold at grocery stores (with the exception of a few small jurisdictions).
Liquor stores must be owned and controlled by the county with limited hours (up until recently, no liquor was sold on Sundays at all)
Restaurants must purchase liquor directly from the county as opposed to private distributors
When people come to Maryland from out of state, they are shocked to see that our grocery stores and Costcos don't sell any alcohol. The laws were likely setup this way to control the distribution and revenue, but it seems like they are outdated and very restrictive to commerce.
Does your state have unusual laws with respect to alcohol?