Absolutely, you need a license to sell alcoholic beverages. Licensing is typically handled by a state’s alcoholic beverage control board, and many states also require that applicants get approval at the county and local municipality levels.
If you choose to play by your own rules and you and/or your business is caught selling alcohol without a license, strict penalties and fines will be enforced as spelled out in the state’s liquor laws. In most states, penalties and fines would be imposed by the Office of the Attorney General.
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