A place (in the UK) where you can purchase alcoholic beverages for consumption "off the premises". As opposed to a Pub, Inn or Bar, which holds a license to sell alcohol for consumption on the premises. Often referred to as "the off'y" Many Pubs or Inns also sell alcohol for consumption off the premises too, but charge what they would have charged if it was sold piecemeal over the bar. (Then it would be called pricey or dear.
I'm off to the off-license (or off'y) to get a bottle of Grouse, you want bitches want summut? (apply English Accent)