I have brought wine back as checked baggage on several occasions from different places around the world. I have yet to lose any bottles to breakage.

I buy cardboard wine shipper cases from local air freight companies. I usually buy from TNT freight which has offices near most major airports worldwide. Typically, the cost is about $10-12 each.

Be prepared for a possible delay at customs if the agents aren't used to dealing with wine. I once waited extra 45 minutes at LAX while they determined that the duty wasn't worth collecting.