There are quite a few examples of an online wine club if you are interested in finding one. Aside from the clubs which show up near the top of a basic Google search a number of major media companies also offer wine clubs.
Newspapers such as the New York Times, Los Angeles Times and even the Chicago Tribune now have wine clubs in order to help raise revenue in these tough economic times. I do wonder though, how interested are they in the wine itself, or is it all about the revenue?
A few major magazines also have wine clubs, with one notable example being Sunset Magazine. Sunset was one of the first major media companies to feature a wine club and while they use a 3rd party to fulfill orders, it does seem like their long history shows a clear cut insistence on shipping quality wines which are not widely available.