I checked six bottles of wine back in October on CO on they way back from California, and all bottles survived the two flights and a connection from terminals C to A at Newark. I didn't worry much about the bottles, though, as I had them packed in a box with the styrofoam inserts.

If I remember correctly, CO didn't put "Fragile" stickers or anything like that on the box, but come to think of it, I don't think I even told the agent that wine was inside the box that I was checking.