Because alcoholic beverages are regulated by individual states, shipping wine back home can be easy or complicated, depending on where you live. Some states, among them Alabama, Pennsylvania, and Utah, prohibit all direct shipments from wineries. Others allow the shipment of limited quantities—a certain number of gallons or cases per year—if a winery has purchased a permit to do so. The penalties for noncompliance can be steep—it's a felony, for instance, to ship wines to Kentucky or Utah (this includes shipping the wines yourself). Since selling wine is their business, wineries are well versed in the regulations.
If you decide to send wines back home, keep in mind that most states require that someone 21 or older sign for the delivery. The Wine Institute, which represents California wineries, has up-to-date information about shipping within the United States and abroad.