Moonshine is produced illegally from various organic materials. Grain alcohol is made with grains in a licensed facility. It is much purer and still extremely high proof. I believe it's illegal in Ohio, CA, PA, ME, MN, VA, WA, WV, HI, NY and FL.
Grain alcohol is illegal to be sold in Ohio, Virginia, Minnesota, Washington, California, Hawaii, Iowa, Florida, Maine, New York, New Hampshire, Massachusettes, Michigan and Nevada. Moonshine is illegal everywhere.