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You can sneak alcohol on board if you are lucky. There are a variety of ways to do it, water bottles, baby bottles, wine rack, beer belly, rum runner flasks, etc. There is a chance of course they will find it (you won't be the first to try to be sure) and take it from you.

You can bring one bottle of wine or champagne on board (you could fill it with vodka an reseal it as another way to sneak it on board)

You can buy bottles on the ship, and you can bring bottles back from port, but they will take them and hold them until the last night of the cruise, so you can not drink them on board.