This past cruise out of P.R. we packed a bottle of rum in our bag. When we got our bag there was a little "nice" letter saying they were throwing it away. It had been opened in the hotel we were staying in. If it is unopened they will save it for the last evening and bring it to your room.
We did find that you could order a bottle sent to your room and the prices were not bad.
But in the past we have brought rum,vodka, etc. By putting it in plastic bottles and then into our suit cases, that always worked. But remember the bottle price was not bad on the ship.