@Thorsten:

Yes, we do... only it's not called Vinmonopolet here but Alko. Same thing though - the legislation goes that wines and stronger stuff can only be sold through this state owned chain of stores (and of course I'm excluding restaurants, bars etc. here  ). Only beers and other milder beverages can be bought from grocery stores... It just happens, though, that Alko has much better selection of beers, too.

Maybe the "Vinmonopolet" is in Norway? Sweden has the similar system with its "Systembolaget".