In the US it varies by region. In most places you can buy beer and wine in grocery stores, while hard liquor is a different matter, generally sold only in package stores, sometimes state-run. But not always. I've seen stacks of Jack Daniels bottles in Louisiana convenience store.

Liquor varies. I've seen it in numerous Safeway's on the West Coast for example. Beer and wine is still far from universal. Massachusetts still has some screwy related laws. I think only a limited number of stores in a chain are allowed to sell beer and wine. I think there may also be some exceptions for stores close to the border with New Hampshire.