Wine is problematical.
It is heavy, fragile, and to be frank, unless you know what you are purchasing (i.e., you have a desire to break the bank on an excellent vintage and label, or if you are buying direct from a vineyard or its agents) you run a real risk of buying something okay, but not exceptional, and then having the task of bringing it back on trains, in cabs, and finally, on your flight home.
As the earlier poster indicated, there are so may excellent wines available in the U.S., that unless you are a serious oenophile with great contacts abroad and an inexpensive mechanism for shipping wine from Europe, your one-off wine purchases will be very difficult to schlep around England and France comfortably.
I always look for smaller and less fragile things to bring back when I am one bagging it, which is pretty much all the time. True story: A friend returned from Italy with an extra suitcase filled to the brim, including extra cushioning, with really beautiful artisan pasta, colorful and elegant. She told me how unique it was, and that it was only available in a particular region and town, as the manufacturers didn't export it outside Italy. A month later, I was on a trip to San Francisco and found a huge display of the same pasta, marked down for clearance, in a North Beach store. Out of kindness, I didn't tell her about that find and let her keep believing she had scored a great purchase.