In 2004, on the Coral Princess Panama Canal cruise, I won $1600. I put that in the cabin safe and took it home with me.
When I paid for my 2005 Eastern Caribbean cruise on the Sun Princess, I used that money.
On the 2005 cruise, the first night out, my cabin mate and I went to the casino just after it opened, SHe promptly won $250 on a quarter machine. While we were waiting for the casino attendant to come back with her payout, I played a quarter machine and on the 5th spin, hit a jackpot for $625. The next night I won $700 on a $1 machine. By the time the cruise was over, I had won $2400. Again, I locked the winnings in the safe, and that $2400 paid for the Hawaiian cruise I am taking on 1/21/06.
SO the answer is, YES, it is definitely possible to win in the onboard casinos.
The most important thing one can do when they win, is to lock that money up and take it home. Don't feed it back into the slots. I budget a certain amount for playing the slots and consider that part of the cost of my vacation, and I don't use any of my winnings for additional gambling during the trip.