NH State liquor stores carry a nice selection particularly the stores on interstate 93. Sam's Club (yes Sam's Club!) carries some great wine at a good price. I often stock up at the Sam's in Manchester when I am there. I am pretty sure the Sam's in Concord also sells wine.
I was not impressed with the selection or how the bottles of wine are stored and handled at the Wineing Butcher in Gilford. Their meats are great though!
Dan