I want to sell a wine collection. Is it legal to sell as part of an
estate? I live in Pittsburgh Pennsylvania and I want to sell my late
husbands wine collection and don't know what is legal to do.

Note the important disclaimer at the bottom of the page re legal advice.

Consult a local attorney.

You could start by asking these wine auction houses:
http://www.brentwoodwine.com/sell_wine.html
http://www.morrellwineauctions.com/auction/conditions.asp
http://www.cellarexchange.com/

Since the State has a monopoly on selling wine, you will need to be
clear on what the law says about selling wine by any method, but don't
ask the officials; it is probable that your late husband bought the
wine out of state, which could raise questions.

A restaurant might be interested in the collection.
I expect that selling a wine collection is similar to selling a
library of books.  If you let someone pick and choose, you will be
left still with what they don't want.  I have heard with libraries
that one should insist that a buyer takes everything.

Of course, you need to have an idea of what the wines are worth. 
Brentwood mentions an appraisal service and also recommends that one
gets a better price by selling rather than auctioning (which has costs
for the seller and can also leave you with unsold lots).

You probably know that there is going to be a big wine fair at the end
of the month:
http://www.pittsburghlive.com/x/valleyindependent/artsmag/s_125932.html
http://www.pittsburghwinefestival.com/schedule.php

Perhaps some of the individuals named as private dinner hosts or cooks
would be interested.

This is a free comment, not an "answer"  - and may be only worth what
free advice is commonly said to be worth.