In a way, the answer is yes and no. You must tell the security officer at the gangway that you are bringing alcohol on board. They will stow it, and it will be returned to you on the last night of the cruise, or the day of disembarkation.
This is just like security at an airport. You put your bags through an x-ray, so if you try to sneak it onboard, they may catch it when it goes through the x-ray.
2007 - Majesty of the Seas
2009 - Enchantment of the Seas
2010 - Freedom of the Seas