I live in Wisconsin, in a city with a huge music scene that has always been excellent for all-ages shows. There are several old theaters that function as venues around here, a downtown coffee shop with a small venue attached, another small downtown building that happens to have a stage, a huge park with a stage set-up for summertime shows, an old indoor skating rink that attracts the middleschool music scene, there are multiple arenas and stages on campus, and I could go on. About five years ago Rilo Kiley played at a smaller campus venue, which was an all-ages show. I believe alcohol was served at this show, and that they simply carded everyone at the small bar they had set up. Bon Iver is from my area, and all of Justin's bands have always played all-ages shows when they're in town. I know he's played at venues with alcohol as well (one in particular was a large theater) which also just carded at the bar.
I have gone to shows in both Minneapolis and San Francisco at establishments that serve alcohol, and they dealt with underagers by marking their hands with X's (this was at a small bar) in permanent marker, or by requiring a wristband that's issued at the door to buy alcohol during the show (this was, I believe, at the Great American Music Hall in SF).
I hope this was at least a little bit helpful to you, and appologies for my rambling.
