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 (Bahamas)
2009 - Enchantment of the Seas (Western Caribbean)
2010 - Freedom of the Seas (Western Caribbean)
2013 - Golden Princess (Alaska, roundtrip from Seattle)