What I don't know about wine is a lot, so when people stop by to pitch their wares there is no filter, no judgement, no censorship; everyone gets an equal chance. If it is swill, my enlightened resident Winos will know.
Winebid.com - Jon Doidge and Powell Yang stopped in recently to drop off their presentation materials. They are on the table with the sign-in sheet. I know Bonhams has been used as has Zachys. My partiality to the latter is only that I happened to once live near and accompany my father to the original Zachys in NY where, it turns out, maybe I should have been paying more attention to the proceedings. However, if you go with Winebid and mention The Cave I get a cut of the action.
Specialty Cellars - Will Flowers contacted me this week with a few things. Until he drops off his stuff, their May Specials are printed up and also on the table.
This looks like a pretty good reference for links to additional wine auctions.