In NY, we can buy beer & malt beverages at the grocery store. Liquor & wine from the liquor stores (which are privately owned.) Depending on the county, sales stop at a certain time.
I'm in Erie County, so you can legally start buying alcohol at 8am. Except Sundays, when you can't buy any alcohol before 12 noon (which puts a real damper on football games if you forgot to grab beer the night before.

) Sales stop at 3 or 4am.
Liquor stores used to be closed Sunday by law, but they just changed it. The store can now be open on Sunday, but they must choose another day that wek to be closed.

Most just stay closed Sun unless there's a holiday involved or it's football season.
As far as I know we do not have any drive-through liquor stores, but a few will deliver.
