In Lisbon:
Same thing in Porto
In Porto - in VN de Gaia any Port cellar usually has tastings of different wine types that they make, including different vintage wines.
map
For non-port wines, sometimes there are wine fairs. Be VERY careful. The entrance is 10-15€ and it's 'all you can taste'. This is a good page to see if there are any such events coming up:
Eventos