The security at U.S. ports have stepped up enforcement of cruise line rules. I'm sure some liquor stills gets by but we've also had reports where the port security has confiscated booze. Royal Caribbean has been particularly zealous about it. On the other hand I haven't read any reports of it happening in Europe. But then even Royal Caribbean has different rules for drinking when it comes to Europe and South America. I can sign a waiver for my son to have wine if he is 18 and we are sailing from Southampton, yet he absolutely must be 21 if we sail from Miami. This type of rule is quite frustrating to many non-U.S. citizens.
My understanding is there are different legalities when it comes to cruises and tours booked in European nations. I read an article a while back about an English couple who had to pay out-of-pocket for hotels in Ft. Lauderdale after their flight was cancelled due to the volcano. They insisted Royal Caribbean was responsible for the hotel tab because of the rules governing tours in the UK. When I last checked the cruise line had denied the claim.