Actually for us Americans, it's a state by state thing. States that still have strict Blue Laws don`t sell alcohol in super markets. Other states, (and a majority of the states I might add) sell beer and cheap wine in supermarkets. However, if you want like vodka, scotch whiskey, etc. you have to go t a liquor store, and if you want a micro-brew beer a beverage store is your best bet
A little misconception among foreigners that they think if one American has something, then ALL Americans do. Most of the things you all say is normally a state-by-state issue.