Those are terracotta clay pipes cut to size. Here's a version expressly made for holding wine, if you don't want to DIY: http://www.superiorclay.com/winerack.php

Showcase Kitchens and Baths -

You are quite right!!! they are sewer pipes!

We built this house 15 years ago. I searched for a local supplier of tarracotta cylinders to hold the wines, but to no avail! We then decided to cut sewer pipes down to size, and stacked them...as seen!
(We live in South Africa, Johannesburg, Gauteng)

And yes, there are MANY companies that now supply these, specifically made for holding wine.

The reason I wanted terracotta, is that it not only looks good, (for our purpose and wine cellar - which is very rustic - raw brick walls, cement walls, terracotta floors, etc) but it stores the wine at the perfect temprature!

refer article below -

Storing wine in Terra Cotta Tiles is the preferred method for serious collectors. Terra Cotta tiles, with their unique physical properties, have been used to safely store valuable collections for centuries. Terra Cotta tiles are right at home in the cool, humid environment of the wine cellar. They never rot or deteriorate. The thermal mass of the tiles help maintain ideal temperature and humidity by reducing fluctuations. And infinite flexibility combined with their natural beauty make them the perfect choice for collections of all sizes. Available in round, hexagonal or octagonal outer shapes in four bottle units, you can use Terra Cotta Wine Storage Tiles to display and store your favorite vintages.
http://www.superiorclay.com/winerack.php

I want these…How do I find them?

where do you live?
i can put you in touch with a South African manufacturer...maybe they can export to you..?

I am in Omaha, NE