Of course it can happen but the cruise lines do an excelent job in controlling it. I have seen them strip rooms of bedding and drapes and put in new beding at the home port.
Anytime you have 3000 new people each week like they do you can have someone bring them on board with them (they can get in luggage or clothing and get brought on board. But like I said, the cruise lines seem to be very diligent in controlling them when they find them. You can imagine the impact on their business if they didn't.
I hope you reported the problem to guest services. I bet if they had an open cabin they would have moved you.
Carnival Cruise Lines:
Fantasy 90, Celebration 95, Victory 05, Conquest 05, Spirit 6/06, Freedom 6/08, Holiday 7/08, Victory 6/09, Valor 9/09, Dream 6/10, Splendor 8/10,Conquest 8/11,Magic 11/11,Triumph 4/12,Spirit 7/12,Freedom 11/12, Triumph 2/13 - The fire cruise
NCL Dream October 2006, RCCL Mariner OTS June 2007