Are there safety concerns with cooking something with beer or wine in the oven?
This is a little speculative but too much of an answer for a comment. 

We've had a few discussions here about the relative rates of boiling off water and alcohol. The result is that the alcohol vapour (starting from even pure beer/wine) will be mixed with quite a lot of water vapour so will be dilute even before it mixes with air. 

Apparently you need between 3.3% and 19% alcohol in air for it to be flammable. A source of ignition is also required (e.g. the flame in a gas oven).  Gas ovens have to be fairly well ventilated for there to be enough oxygen to support a flame. So much of the alcohol would escape. Any that does reach the flame is likely to be consumed there unnoticed before much can build up. 

An electric element (not the air in the oven) does get hot enough to ignite alcohol. It can ignite spitting fat and that doesn't cause a problem except a smoky kitchen. If you've boiled off enough to replace 3.3% of the air with alcohol you've also replaced quite a bit with water vapour too. An oven would have to be very well sealed to allow this buildup in the first place. 

I have seen an old oven door fail when grilling. In that case the (forgotten) food itself ignited and was spitting flames at the glass, which burst. It didn't cause a fire outside the oven. 

I haven't considered the case of strong spirits. There's probably a way to arrange pure/flambé alcohol to ignite in an interesting way.