Retiro’s Winery (Avenida Leandro N. Alem 880, tel. 011/4311-6607, www.winery.com.ar [1]) sells Argentine wines by the glass and also carries a stock of imported wines. It has several other branches around town.
Palermo Soho’s Lo de Joaquín Alberdi (Borges 1772, tel. 011/4832-5329, www.lodejoaquinalberdi.com.ar [2]) is the retail outlet of the Cabernet restaurant across the street.
Near the U.S. Embassy, Terroir (Buschiazzo 3040, tel. 011/4778-3408, www.terroir.com.ar [3]) is the city’s elite wine shop, with access to limited vintages in addition to the usual fine wines, but it’s not utterly unaffordable.
Links:
[1] http://www.winery.com.ar
[2] http://www.lodejoaquinalberdi.com.ar
[3] http://www.terroir.com.ar