Yeah, here in New Mexico the latest law I found which was the case for most states was that it is legal to consume alcohol on private property, with parental concent, with parental supervision, or for religious activities. It is however a felony to purchase alcohol for a minor and every once in a while you see parents busted for hosting underage parties.
I wrote the office of the governor last year for clarification on the law, the office said they were glad to hear from me concerning drinking laws and they would get back to me with answeres...last I ever heard from them. Here in new mexico we have serious dwi problems and our governor has big issues with drinking so I think I got no responce because he, like many other states, do not want the real letter of the law to get out, they just want everyone to assume 21 means 21.
With that said I think as NM law stands parents can serve alcohol to their child under their supervision, not sure where the "parental concent" stands though. Also no cop is going to haul anyone off because they gave their kid a beer, if they did the judge would dismiss it.
If alcohol wasint such a "ooo ahhhh" think like the 21 age limit has made it that would reduce DWI etc, look at europe. Teach responsible drinking from early on.