Most wine, some beer, and even some liquor (like Seagram's dry gin) uses isinglass (from fish bladders), gelatin, egg albumen, or other animal products in the fining (clarification) process. Unfortunately alcohol in the United States is not required to label whether or not they use animal products, and it is difficult to get information on which wines are vegetarian or vegan. These are several resources with information on what alcohol is vegetarian and/or vegan. If you have any updates, corrections, additions, questions, or comments please feel free to email me at barefootjon@hotmail.com.

A fairly comprehensive beer list, with some wine and spirit info as well.

This list covers all types of alcohol, but isn't very in-depth

A small list of veg*n microbrews

This is a list of veg*n wines that I compiled from several other online lists, and it notes some wines that I've seen in the states (although mostly in IL).