In Ontario we have state-operated liquor stores only. It's not so bad though. Like Crimestick says, due to the fact that the state-run liquor stores are the only game in town, they have to stock a pretty wide variety. They claim that the LCBO (Liquor Control Board of Ontario) is the largest single buyer of wine and liquor in the world, and as such, is a powerful player. Also: a cash cow for the government.
We have separate beer stores, although the LCBO also stocks beer. It is pretty annoying that I can't pick up a six-pack at the corner store, but whattaya gonna do?
As a side note: I found myself in a crowd of men waiting for the LCBO to open at 10 am today. I wanted to run my errands before it got too hot, but wound up simply looking like an alcoholic.