The only thing we've ever been called down and asked to give to security was a dive knife I had on my diving gear. Forgot it was there and would have left it home. They just took it from me and gave it back when I was leaving the ship on my dive and asked me to return it again, which I did. Then they gave it back at the end of the cruise.
But the only thing other than knives you really shouldn't take are irons and booze.
I really don't like cruise lines who go into your luggage and take the items - that's just not right. If they see something on the x-ray, then they should do like most cruise lines do and that's to ask you to come down and open the bag for them. That's the proper thing to do.
47 Cruises & Counting! Favorites: Paul Gauguin to Tahiti: Uniworld River Cruises in Europe; any of the Celebrity Solstice-class ships; Holland America for 12-nights in the Baltics & Russia; RCCL for 14-night Greek Isles, Turkey, & Croatia; Holland America for 14-day Alaska cruisetour; 10-night Canada/New England cruise; 21 days in Hawaii including a 7-night NCL cruise; Oceania for 25 days in Asia; & 3 months touring Europe by train. And many days spent in all-inclusive resorts!