If you are staying at a hotel such as Hard Rock Hotel in Las Vegas, you cannot bring outside alcohol into your guest room. However, you can order full bottles of alcohol from the hotel bar.
Vodka is served by the glass or bottle at hotel bars. When you order a bottle of vodka from the hotel bar it is called bottled service. Bottled service often comes with mixers for the bottle of vodka as well.
To purchase a bottle of vodka from the hotel bartender, specify you want an entire bottle or bottle service from the waiter or bartender. Present all IDs if necessary for anyone sharing the bottle of alcohol.
Some hotels may require you drink the bottle in the hotel bar to assure it is not shared with underage guests. Even in your hotel room you can get a ticket for underage drinking or providing alcohol if you are drinking with underage people.
