Packaged with personalized labels, wine sold by Sanford and Annalisa French's company comes from vineyards in California and cellars in Europe. While it is illegal to ship wine directly to consumers in 39 states, Redondo Beach, California-based The Connoisseur has established a network of franchises and distributors that, like florists, can take orders from other stores and deliver wine and other gifts within 48 hours.