For the record Jet Blue is not unique on this... just like you can bring a sandwich or pretty much any food item, you can also bring any beverage (alcoholic or not) on most of the airlines. I figure if you decide to consume items with extreme smell, spill things around or generally be a nuisance then you'll have issues. Other than that the air crew has enough to worry about to bother with someone having a drink while minding their own business.
Now to get through US security you can't bring liquids in containers bigger than 3 oz but that's another story.
I don't know of any other USA based airlines that will let you BYOB on the plane. Sandwiches, snacks and non-alcoholic beverages - yes. Booze - no. I would say no to wine and beer, but who wants to carry those in 3 oz containers. Also, I believe JetBlue requires the booze to be in unopened containers.