The New York State Liquor Authority has engaged in a mapping project to search, visualize and analyze liquor licensing across the state. By going to the NYS Liquor Authority website you can reach an interactive map which shows you the locations of establishments with licenses, as well as the types of license and any violations of those establishments.
If you go to the website, click on the "layers" button to select the types of licenses you'd like to see. You can also bring up school and church locations, as well as such things as police precincts.
Two words of caution about the website features. First, allow the site to load properly - it does take some time. Second, the site also allows you to see demographic data about the county in which the establish is located. THIS DATA IS FROM THE CENSUS 2000, NOT THE 2010 CENSUS.