I don't know about Alabama, but Pennsylvania also has state-owned liquor stores. For PA, you can get beer and wine in a lot of places, including gas stations, supermarkets, and beer stores. However, if you want hard liquor, you have to go to specific stores just for that. If you go to a beer store looking for rum, you'll be out of luck.
ETA: Only certain licensed gas stations sell beer and it differs by local laws, so YMMV.