In the US, it's illegal to drink alcohol on a plane. It could result in you being kicked off your flight or even arrested. Even though you can bring some alcohol through security in your baggage and buy some at stores inside of an airport, it's not allowed to be opened. However, once on board, only flight attendants can serve you alcohol, and they get to determine when to cut you off.
So if you want to drink on your flight, better get on your flight attendant's good side and be prepared to pay for your drinks!