These retailers will ship to PA. I have bought wine from them in the past (unless otherwise noted).
Invino (invino.com): Have some interesting wines and some pretty good deals. Customer service seems a bit rigid, but hey….
Last Bottle (lastbottlewines.com): I have really had great service from this site. Located in Napa and takes a week to ship to the East Coast. A wide variety of wine and a broad range of savings. Highly Recommended.
Last Call (lastcallwines.com): I think this is yet another New Jersey site that has some interesting wines (and beers from time to time) available. Since they are right across the state line, shipping is just a couple of days to Philly. Recommended.
Wine Chateau: I have only recently become aware of the Wine Chateau, but they seem to have a great selection of wines at pretty good prices. Another New Jersey outfit that serves as a constant reminder at how good wine stores can be and how screwed up Pennsylvania is.
Wine.com: Located in California. Very good customer service and a fairly good selection. They claim to be the #1 rated online wine store. Prices are a bit steep, but they often have sales, promotions, and deals through Groupon type sites.
Wine Shopper (wineshopper.com): The flash site for wine.com. A limited number (usually 6-8 at a time) of pretty good deals–usually around 40-50% off suggested retail. Free shipping on orders of $99 or more. I have used these folks quite a bit. Can’t use the Groupons for wine.com, though. Bummer. Nonetheless, recommended.
Wines Til Sold Out (WTSO): Perhaps the original flash wine site. One wine at a time, until it is ‘sold out’. I believe it is somehow affiliated with the former Chairman of the PLCB, Jonathan Newman. They now ship to PA and are right across the bridge in NJ. Fantastic customer service and a pretty good selection of wines. Highly Recommended.