There are certain fining agents in some wines, beers and cider which contain animal products. There is however now an extensive list which is vegan and all supermarkets will have a list, many now label their own-brand products and otherwise you can consult the fantastic Barnivore site for a comprehensive guide. Most hard liquor is vegan but do check first.
Viva! has an amazing range of wines, lovingly sourced from independent vineyards around the world, delivered straight to your door!