Retail Stores in Tucson, AZ. Dan Don founded Liquor Dan in South Tucson in 1965. It was a little mom-and-pop store that catered to Dan’s friends and neighbors in the neighborhood. Since then, it has developed into a well-known retailer in Tucson, with the area’s greatest range of beer, wine, and spirits. In 1994, Dan discovered Nil Kay, a dependable successor, who is still there for his friends and neighbors in Arizona.