As far as legal/illegal, last I knew the USPS regulations do not specifically address wine. They address liquor and beer. By the book, wine seems to be in a gray zone as it is not in the regs.
That is a moot point, though, since none of the shippers - USPS, UPS or FedEx - will ship alcohol of any sort knowingly.
There are also myriad state regs about shipping wine. In my state of Tennessee, it is illegal to ship wine into or out of the state - even if you are a licensed winery. Only a liquor distributor can do that. Wineries with a direct shipper permit can ship
in-state only. Shipping wine to consumers in-state without a permit is a felony.
But as a practical matter, hardly any national wine contest could be held if wines were not in practice shipped by carrier, so it turns out to be more a matter of "don't ask, don't tell" and making sure the bottles are so well packaged that the issue never arises through breakage. And I have not yet had any trouble getting wineries to send me wine in brown packages to Tennessee. I just select those who do not specifically say they ship only to certain states.
While it is geared to wineries, the Wine Institute has a neat interactive map with info on state shipping regs:
http://www.wineinstitute.org/initiatives/stateshippinglaws