I have not heard, first hand, about anyone not being able to board after Celebrity found smuggled liquor in their luggage. They are well within their rights to do so but it is a bit counter productive.
I would believe that many people do try to smuggle booze on board the same as with all other cruise lines that restrict it.
BTW: On any cruise line, if you put liquor in another container, and try to smuggle it onboard you will not get it back. They will dump it out. If you have an open bottle of liquor (seal broken) and try to smuggle it onboard they will dump it out. If the liquor is in its original container with an unbroken seal you "may" get it back but don't count on it.
Celebrity does have in-cabin bar setup that can be ordered through Bon Voyage. You must call the Bon Voyage department to get a list of liquors and to order it. These items are not available online. The prices are quite high at around $100/bottle but with Celebrity you do get six mixers and a box of nuts.