Lots of folks on FT have reported success checking a few bottles of wine wrapped in clothing inside a suitcase. I've done it a few times for those extra few bottles, but I've always been a bit concerned about their treatment. Additionally, its technically against UA's policy:

http://www.united.com/page/article/0,6722,52062,00.html

Alcoholic beverages placed in checked baggage must adhere to the following size restrictions and package guidelines.

For all alcoholic beverages:

When placed in checked baggage, glass bottles must be in a Styrofoam-type insert that is molded to the shape of the bottle and completely encloses the bottle"

I own two 12 bottle styrofoam insert shipping boxes and they work great. I've never had any problem with them and they're re-usable.

As a side note, since the OP's question referred to UA and the policy is specifically UA's should this thread be moved back to the UA forum where it was originally posted?