It's funny, I guess, but because I don't drink either beer or wine, I'm not sure if you can buy both in a supermarket. I presume you can. The supermarket where I shop has a huge wine section--it's impossible to miss--but I've never really noticed if they sell beer. The convenience store on the street level of my building has a license to sell beer, but they don't sell wine. The state liquor stores sell wine and hard liquor but not beer. There have always been beer distributors; they're businesses where you go to get a keg or a carton of beer. I really don't think wue have places where you can buy all three.
Here, the only off-sale alcohol you can get outside of a liquor store is beer, and no stronger than 3.2%. That's at least a percentage point below beers in the liquor store, which typically run 4-7%. Liquor stores can sell any kind of alcohol but have traditionally been subject to pretty rigid rules about what hours and days they can be open.
I've seen or lived in places with all kinds of different arrangements. In NOLA, you can get any kind of alcohol at a drugstore or grocery store. They have liquor and wine stores where you'd go if you wanted something fancier than they sell at the CVS. In Chicago, you can get at least beer and wine, and sometimes hard liquor, at grocery stores.
My family once traveled from Las Vegas, where you can get anything, anywhere, 24/7, to southern Utah, where if you and your spouse want to get a six-pack of beer, and you ask the cashier at a gas station where in town they sell it, she'll pretend to have no idea -- even though it's a town of about 5,000 people -- and toss you a yellow pages. (This was back in the day when yellow pages and public pay phones were still commonplace.) The store itself will be an unadorned barn-like building and the cashiers will be stern and subtly disapproving, as if they worked in a methadone clinic and the customers were heroin addicts.
In Tennessee, the laws differ by county and some are "dry counties," including the one where they make Jack Daniels. So you can tour the distillery but not sample the product, as is the usual custom in tours of breweries and wineries. I put this in present tense, though it was based on a couple of visits 25 and 30 years ago -- laws may have changed since then.