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.

I have never heard of any issues either, but let's do some math together:

Assuming you used a large bottle of wine, e.g. one liter of red wine for a bœuf bourguignon. And you picked a wine with 13.5 percent (by volume) alcohol, which is a rather high percentage. Then you end up with 13.5 ml of pure alcohol (or 10.6 g). That's a scant tablespoon.

Now while one can produce a neat flash using a comparable amount of alcohol for a flambé dish (e.g. using two tablespoons of rum), you will have problems to get the concentration of alcohol in your dish to create a similar effect. The following points are preventing it:

• The alcohol in a dish won't boil off or evaporate completely (as discussed here before) and during the process it will be diluted by water, which does not need to boil to turn into gas. So you will have only part of the alcohol available to potentially catch fire and that part will be very diluted.
• Only if the alcohol is concentrated enough will it be able to catch fire at all - that's why you need high-proof types for flambé.
• The alcohol is much more volatile than the water/steam, so you won't be able to create a scenario where the water boils off or escapes the oven and the alcohol remains. You can safely assume that the alcohol "goes first ".

Conclusion:
Unless you decide to pour high-proof alcohol straight into your oven, there is no risk of a fire or explosion. I probably wouldn't use a bottle of whisky to deglaze the roasting pan, though.

There is a bit of a misconception that you can get vapor ignition only with high proof spirits. This is very different from reality because ethanol-water is a non-ideal mixture and vapor concentrations look nothing like liquid concentrations with rare exceptions. In fact, with high proof, the initial vapor is likely too rich to support combustion and ignition is typically delayed until there is enough diffusion.

It is true that with small quantities of low proof, you will not have enough alcohol to sustain a flame for very long and there would not be much energy released. If you make mulled wine and put a lit candle close to the pan, you can experience this. This is quite helpful: non-ideal mixtures

Just had a prime rib roast sitting on a pan of red wine, perhaps 3 cups. Using convection bake and a sudden flame out happened. Blew the oven door open momentarily, singeing all the hair on my left arm. So it is possible!