Uline.com has them, either paper or styrafoam you can pack the bottles in. I also use plain cardboard boxes, 13 x 5 x 5, and that keeps them from breaking too. I've brought home hundreds of bottles, and the only breakage was one that security people had repacked not so carefully as I did when they searched the bag.
If you get some of the bulk pack boxes, you don't need the box, just the shaped pulp paper inserts will keep the bottles in great shape. Just in case I usually wrap it all in a large ziplock bag.
I've been toying with the idea of PVC pipe, getting a piece of whatever size I need and just cutting it down to slightly larger then bottle length, just never got down to the Home Depot to do it. Usually because I get a ton of wine club shipments in before I need to go someplace and just use that packaging.
I pack a bag inside an empty bag so that I have two bags to come back with, one with clothing, one with wine.
If you want a full case shipper, styrafoam liners inside a shipping box, those run $10 or $12, and you can check them as luggage. Customs of course will certainly know you are bringing back wine at that stage.