No need to look as far as Sweden, in most Canadian provinces, alcohol is controlled through a Gov-monopoly. In some of them, you can buy beer&wine at the grocery store (or convenience stores), but even they have to buy it from the official government supplier and sell at the fixed price.
DABC in Utah is a perfect example of a government run monopoly on alcohol. The only wine and liquor stores in the state are run by the state. Many absurd regulations crop up alongside this, for instance the Zion Curtain.
You'll find provinces in India and many countries outside of US/Europe do ban alcohol even today. In US and Europe, the problem is alcohol is too entwined in popular culture to outright ban. However in some places, sale of hard liquor is controlled through government monopoly shops which amounts to another form of control or frictional control. For instance, I recall seeing government liqor shops when visiting Sweden (Systembolaget). Similar restrictions are applied to tobacco practically everywhere.