Many people are unaware of this - and when you think about it, it does seem counterintuitive (home of Skid Row and all that) - but the fact of the matter is that downtown LA has very few liquor stores - only four that I'm aware of. Sure you can buy wine and beer all over, but a bottle of Johnnie Walker? that's tough. With the exception of the liquor section in the Rite Aide drugstore on Broadway, they also close damn early - at 6 PM.
This particular store is even more of an oddity; besides being almost hidden in the Grand Central Market at Broadway and 3rd, it has almost no floor space, and the liquor bottles (and clerk) are literally climbing the walls.
