Most cruise lines allow 2 bottles of wine or sparkling wine per cabin and some do allow liquor or beer. You can enjoy that in the stateroom, or pour a glass and walk freely with it, but if you want to bring the bottle to the dining room they will charge you a corkage fee.

Yes, you are generally allowed to bring drinks back to your room, but there are strict rules about what you can bring on board initially. Most major lines like Royal Caribbean and Carnival allow each stateroom to bring a small quantity of non-alcoholic beverages (like a 12-pack of soda or water in cans/cartons) and usually one or two 750ml bottles of wine or champagne per cabin during embarkation. Any "hard liquor" or beer brought from home will be confiscated and returned on the last day. Once you are on the ship, you can take drinks purchased at any bar, buffet, or dining room back to your cabin without issue. If you have a "Drink Package," you can simply grab a water or soda from a bar and head to your balcony. However, be aware that many cruise lines now prohibit "glass bottles" of soda or water for safety reasons, so stick to cans or cartons if you are bringing your own favorite mixers or energy drinks into your stateroom.