Most winery Web sites allow people to sign up for their wine club.
If they have previously tried to cancel, suspended their membership, and now want to cancel (while in the suspended state), their membership should be cancelled without further ado. They've made their choice.
Regardless, whenever someone cancels, you should always ask for a reason, to better understand what's going on "out there." Provide radio buttons for common reasons to make it easy for people to provide an answer, along with an "other" selection with a fill-in box. You might consider sending a "We still like you" note by snail mail immediately following a cancellation with an offer that can be redeemed if they rejoin the club.