Green’s Dictionary of Slang

(US) a bar, often as attached to a grocery, in which one can purchase liquor by the glass.

1865		G.A. Sala My Diary in America II 46: This is a fruiterer’s, with a liquor bar at the rear; sometimes the bar is at the side, screened off, and genteelly disguised under the name of ‘sample room.’ You enter ostensibly to purchase cherries, and immediately ‘put yourself outside’ a ‘tot’ of Bourbon.
a.1877		H. Paul ‘World Upside Down’ in Bartlett Dict. Americanisms (1877) 549: John opened a sample-room, and served out beer and gin.
1931		A. Hardin ‘Volstead Eng.’ in AS VII:2 86: Places of business for illegal traffic in liquor: [...] Sample room.