It's not onsite, but about a block from (travelling AWAY from the Park) the corner that the Anaheim Plaza Hotel is, there's a well-stocked liquor store, in the same shopping center as a Subway shop and a donut shop. They have everything from cheapie "no-name" champagne, to bottles of Dom. They are open late into the night. I don't remember the name of the place, but it's pretty easy to find.