In New Jersey, beer, wine and liquor must be purchased at a liquor store, unless it has changed since I moved away. No alcohol could be purchased at a supermarket or convenience store. Liquor stores closed at 10pm, so if you ran out of alcohol, you could go to some bars and buy "package goods" which was usually only beer and it was way more expensive so you had to be really desperate.
When I went to college in NYC, I was surprised to see that you went to the grocery store (or bodega or deli or convenience store) for beer and the liquor store liquor and wine; liquor stores didn't generally even have a cooler, everything was at room temperature. Also, every place that sold beer had a stack of small paper bags by the register in case you were buying a single can or bottle and wanted to drink it on the way home.