Yes, buying alcohol is still illegal in parts of the U.S.

The Daily Beast:

“Dry counties” exist as a sort feral anachronism—like phone booths and video stores. They appeared in response to perceived social or economic need, and when those needs dissipated, they were left behind, like flotsam from a flood nobody remembers. We are a nation that’s pretty good at building laws, and pretty lousy at dismantling them.

And so dry counties persist—today an estimated 18 million people are unable to buy a legal drink where they live. Mostly these persist in the south, and a map of dry counties overlaid with one of the Bible Belt, not surprisingly, shows considerable overlap. (Although the penchant for dryness fades as you get closer to the Gulf of Mexico.) The states with the most dry counties are Kentucky, Arkansas and Tennessee. Fact: you can still get arrested for possession of alcohol in some dry counties, as a 69-year-old man in Culliman, Alabama, learned recently.

This is such a weird and wonderful quirk of US liquor laws. I still remember my first visit to the Jack Daniels Distillery in Lynchburg and saying, “let’s go to the pub afterward!” and being incredibly disappointed by the response.