You see, you can freely ship just about anything else in this country, except a bottle of wine to someone in most states other than the one in which you live. You can send a box of cigars, a pearl-handled revolver, a hunting knife or prescription pharmaceuticals, but if you ship a bottle of wine to a friend in Kentucky, Florida, Indiana, Georgia or several other states you will have committed a felony and could do more time than people guilty of violent crimes. It may be legal, but you may still not be able to find a common carrier that will accept and deliver your legal shipment. We'll just refuse them all. It's a long story, but I'll cut to the chase.
States try to ban wine shipments to protect their own excise and sales tax base.
Local wholesalers make huge donations to politicians to make even tougher laws against interstate shipping to protect the wholesalers' existing monopolies. You will hear arguments for anti-shipping advocates that it's to protect minors from being able to buy via mail order or the Internet, but that is a smoke screen. No one mentions that within many states it has been legal to ship direct to consumer for decades with no problems of deliveries to minors. The top alcohol cop for California testified to this fact before the U.S. Senate. The good news is that the situation may be much better by next holiday season.