Receiving a Beer Club isn't like having a pair of shoes or DVD sent to you. Because it's alcohol, someone 21 or over must sign for the package. Fortunately, most clubs will give you a heads up when your shipment is about to be sent, and you may be able to delay it before it's in transit. But once the club has been sent, you must work with the shipper (typically UPS) to reschedule the shipment.
UPS MyChoice® is a fabulous service from UPS, not only when receiving beer and wine shipments, but for receiving notifications on all shipments and changing those shipments.
With UPS MyChoice®, you can reroute your shipments that are already in transit, either to another location (like your office) or to a UPS Store. Changing the delivery destination to another one of your addresses will result in a processing fee, but you can have the package redirected to a UPS Store for free. Unfortunately, you cannot reroute a shipment of alcohol.
Another option is to reschedule the delivery date. I recently used this when I was on vacation and received notice of a scheduled shipment. I was able to login to UPS MyChoice® and specify the package to be delivered after I arrived home. This option also costs $5, but it's better than having the package returned to the sender! (Tip: if you know you're going away, delay your beer club shipment by contacting the club!)