Measure the width and height of the closet. Figure one shelf for every 8 inches of height. Cut 1-inch-thick plywood into shelves that are 12 inches deep and extend the width of the closet.
Mark a level line across the back of the closet for each shelf. Position two shelf support brackets vertically along the back wall of the closet, directly on top of two framing studs. Screw the brackets into the studs with 2-inch drywall screws, placing a screw at least every six inches along the brackets.
Cut strips of 2-inch trim to the width of the shelves. Line the bottom of the trim up with the bottom of the edge of the shelves and secure the trim with 1-inch wood screws. The trim will create a lip at the edge of each shelf.
Apply a pea-sized drop of wood putty to the head of each screw and allow it to dry. Paint the shelves, if desired.
Install shelf brackets in the shelf supports at each horizontal line marked on the back wall of the closet.
Place the shelves on top of the brackets. Fill the shelves with wine bottles. The lip created by the trim will hold the wine on the shelves.
Hammer a rubber door sweep to the bottom of the door and install weatherstripping around the perimeter to keep light out of the closet.