I want to trademark the name Windsor Vodka. There is a Windsor Canadian Whiskey already on the market. Is this an infringement issue?

Almost certainly you will have a problem doing this. Under US trademark law, there only has to be a "likelihood of confusion" among consumers that your product is sponsored by or affiliated with their product due to the similarity of the trademarks. Vodka and whiskey are highly related products which lends to the confusion, meaning that it would be reasonable for a consumer to assume that a whiskey product labeled "Windsor" would come from the same source as a vodka product labeled "Windsor."