Laithwaites or vinopolis in borough market followed by berry brothers and Rudd on St James would be my first ports of call.
Edit: thinking about it, if you try berry brothers without success, fortnum and mason might be worth a try.
I was going to suggest that area, there's both Laithwaites and Vinopolis, plus at least one wine merchant on the market itself, and an excellent Oddbins on the corner of Duke St Hill and London Bridge.
@andyp started
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Laithwaites or vinopolis in borough market followed by berry brothers and Rudd on St James would be my first ports of call.
Edit: thinking about it, if you try berry brothers without success, fortnum and mason might be worth a try.