1846, "wine shop," from Mexican Spanish, from Spanish bodega "a wine shop; wine-cellar," from Latin apotheca, from Greek apothēkē "depot, store" (see apothecary). Since 1970s in American English it has come to mean "corner convenience store or grocery," especially in a Spanish-speaking community, but in New York City and some other places used generically. Also a doublet of boutique. Italian cognate bottega entered English c. 1900 as "artist's workshop or studio," especially in Italy.

North Jersey probably has bodegas given how close it is to NYC (both location and culture). South Jersey, on the other hand, might as well be an entirely different state than the north. So it makes sense that you wouldn't use the word.