Milk ingredients such as casein are sometimes used during the fining process in wine-making, while beer sometimes uses lactose to add richness and body, especially dark beers such as Milk Stouts, Sweet Stouts, and Cream Stouts. Most liquors are safe, but some still use animal products and byproducts in the fining process, and some liqueurs, such as Baileys's Irish Cream, use dairy products like milk and cream.
How do you know which ones are safe? Well, www.barnivore.com is an excellent resource to find vegan wines, beers and liquors, which will be free of all dairy products, animal products and animal byproducts, and you can also look for wines and alcohols that are labeled as Kosher, as these usually will not use milk products but may use eggs. VegNews has also compiled several helpful lists for the dairy-free or vegan beer and wine connoisseur: