I try to keep movie/TV watching separate from eating as it is because it's a really easy way to consume a load of fattening calories... your mind is distracted with what's on the screen while you keep feeding your face full of junk. It actually makes me sick to sit in a crowded theater and see all these people cramming their stomachs full like mindless drones.
Anyway... I don't have a moral dilemma with bringing in small food items which the theater doesn't sell... such as a granola bar, some nuts, or a bottle of water. However, if I were in the mood for popcorn and/or soda, I would buy it at the theater because, like Medusa said, that is primarily how they make their money.
As for the liquor/cruise issue... I haven't been on a cruise yet, but you can bet your ass I'd be bringing something along with me. Do you think they'd be suspicious of a keg-shaped suitcase?