We have friends who openly carried two cases of water on board Summit.
If you do tote liquor and it's against the cruise line's published policy, be prepapred to have it confiscated and held for the duration. I've heard of it happening, but it seems like it doesn't happen often.
Bermuda is EXTREMLY picky on the duty-free thing. If you want to buy some, do it the first day as they deliver directly to the ship and your purchases will be held in bond until the last night out.
We have carried a bottle of wine onboard and occasionally some bottled water. I know of people who have carried liquor onboard, but as Pamda said be prepared to have it taken from you and returned on the last nite. It could happen. If you were to do that I would pack it carefully in your luggage not your carryon.
We just got home from a Carnival cruise. We packed wine in our suitcase (bubble wrapped, then put in big zip-locks) and we carried on bottles of pepsi , wine, and water. No problem. No one said a thing. Our room steward even kept my bottle of wine chilled on ice.