According to this story about Costco in the Huffington Post:

http://www.huffingtonpost.com/2012/04...

"In some states, due to the rules surrounding liquor licensing, you don't even have to be a member to buy wine or other alcoholic beverages at Costco. In California, where it's not required, you just need to go to the membership counter and ask for an "alcohol pass."

According to a recent list by The Consumerist, other states where a membership is not required for booze include Arizona, Connecticut, Delaware, Hawaii, Indiana, Massachusetts, Michigan, Minnesota, New York, Texas and Vermont."