They normally don't care as long as you are only bringing in enough for yourself. They care far more about fresh veggies and/or any meat. However, you do have to be prepared for them to get all rulesy and say you have to dump it, or pay duty on it.
We normally will bring wine and cheese home from Europe, usually more than our allotment, and declare it. The duty really isn't that high, in any case, if they do decide to require you to pay it.
Do, however, check if you can ship your wine home. Depending on the prices of the bottles, and the number you buy, it can be more cost effective than buying it in the US - if what you are buying is even available. I don't know about all areas, or all countries, but I would suspect in the larger, more touristic areas you can do it. We found a nice wine shop in Bordeaux that was happy to ship a case for us. It took a while, but they had all the right licenses to do it, and took care of the paperwork, etc. It was definitely worth it to pick up some cool wines we normally don't see in the US - or that only get to one or two restaurants in NY and CA.
Leek
SAVING ONE DOG may not change the world,
but it CHANGES THE WORLD for that one dog.
American Brittany Rescue always needs foster homes. Please think about helping that one dog.
http://www.americanbrittanyrescue.org