We use to have drive through convenience stores in Florida called the Farm Store. They were useful, but impractical for any big shopping. I just can't see someone trying to hand over a gallon of milk, 4kg, through a car window. Beer, cigarettes and junk food were their forté.
I don't know there's any laws, but if there were I'd think Oregon and New Jersey would require it since they already do that for pumping gasoline.