On all of our HAL cruises we have taken wine on board at the embarcation port and at several ports of call. Sometimes the bag of wine has included rum or brandy but we have only once been asked to leave liquor in storage until the last night.
We usually enjoy the wine in our room or on deck. We have also paid the $18 corkage (same for 750ml and 1.5L bottle) and enjoyed a shore-purchased bottle at a total cost that is less than a better wine on the HAL wine list.
Liquor can be brought onto HAL in your luggage.