The laws for receiving shipped orders of wine/beer used to vary quite a bit by state, and indeed there was a time where many states restricted the interstate shipment of products severely (having to have your order shipped to a retailer or distributor was one of the tactics). That was done primarily to keep the local distribution networks (and their state lobbyists) happy, since obviously if you couldn't easily buy wine or beer mailorder, you would be forced to deal with the local distribution chain.
These days many states have repealed those kinds of restrictions, but there are a few holdouts where you can't freely order product from other states unless "reciprocity agreements" are in place between the two states. I guess the idea there is to ensure that some shipments take place in both directions, so both states get a piece of the deal.
The erosion of individual states' protective trade restrictions has not gone unopposed by the various alcoholic beverage lobbies, which have escalated the fight to the federal level here in the US, by convincing some members of Congress to support HR 5034, the "CARE" bill. CARE stands for Comprehensive Alcohol Regulatory Effectiveness, and it is a thinly veiled attempt to couch the restriction of trade as a "States Rights" issue. IMHO, that's hogwash. The real intent of the bill is to allow those alcohol distributor lobbies in the various states to put even tighter controls on interstate commerce in alcoholic beverages, benefitting nobody but the lobbyists, and the big corporate producer and distributor firms that they represent.