It changes from state to state, but most bars go directly to the supplier for their alcohol.
In California, there are two main liquor distributors: Youngs Market Company and Southern Wine and Spirits. They don't offer the same specific brands, so most bars actually work with both companies for their alcohol supply.
For example, YMC supplies Bacardi and Jack Daniels and SWS supplies Absolut and Smirnoff.
In California, the law states that you have to buy your liquor from a licensed distributor, so you can't just walk down the street and buy a box of vodka if you ran out.
You'll have to check the legalities of where you are opening your bar for things like that and be careful with your inventory. You never want to run out of a popular drink, especially on a busy night. A mistake like that could cause visitors to never want to come back because even if it only happened once, if it is their first visit to your bar, they may think it is a regular occurrence.