I have seen the sign bobm posted in this thread at Westbury too. But I believe this is the only one that exists on the Network - Certainly on the Heart of Wessex route. A friend of mine found this out the hard way when the police confiscated alcohol intended to be drunk at a party back in Frome...
She had an absolutely valid point that this dry train is very poorly advertised. It's not listed anywhere on the FGW▸ (First Great Western) Website. The Guard was actually happy to carry the alcohol and was satisfied it wasn't intent on being drunk onboard; Even offered to carry it in the rear cab. The Police had other ideas and confiscated the alcohol, then speculated that the guard would be reported to management.
Having spoken to the guard involved since we both share the same theory as to what the Police did with the Alcohol...... The fact the guard never heard about it from management only increases suspicions... My friend also came up with the same theory independently... But saying the Police had a spontaneous Saturday Night off duty nothing more than frivolous speculation and cynicism...
I've also had my fair share of drama with dry trains... Carrying 2x Bottles of Champagne over Christmas intent on being drunk at Christmas Day Dinner and New Years Eve celebrations in Essex. The bottles were stowed in my suitcase unopened and one of them wrapped up - both clearly gifts. Despite this I was told I would not be allowed to travel that day with the alcohol so either go away or surrender it... Considering that conversation happened at around 11PM and trains to Southend run until around 1AM I'll let you be the judge of what happened...