I believe there are some jurisdictions where it's illegal to bring your own booze to a hotel room. Chicago comes to mind for some reason, though I couldn't find anything to confirm it on a quick Google search.
This just happened to me at the FS St. Louis. They valet refused to take a cooler up to my room, even though there was no booze in it. He said I'd have to empty it out or take it up myself. (That should have tipped me off that the stay was going to be unpleasant ... and it was).
And
to the auto minibars that won't allow removal of the contents to use it for my own stuff. I have gotten a separate minifridge, but sometimes they charge for that too...