Vocabulary, which seems to be a pretty good proxy for general intelligence, shows a positive and dose-dependent correlation with being an alcohol drinker, among Americans:
here; HT R Wiblin) and we both used UC Berkeley's awesome SDA to do the crunching. The error bars are 95% confidence intervals, and their non-overlap between groups means most of these differences are very unlikely (< 5%) to be due to random chance. The general trend holds for all kinds of different age groups (18-30, 30-50, 50-60, 60-70, 70-100, etc.).
Allow me a couple stabs in the dark as to the relationship here:
1) Alcohol reduces anxiety (see here) and, as Steven Pinker has speculated, "people with higher intelligence are better at overcoming their anxious temperament and more likely to see their own worry list as a problem to be solved, minimizing unnecessary anxiety while still being anxious enough to get things done.” So, people with higher intelligence may be more likely to be self-medicating their anxiety with alcohol.
2) People with higher vocabs are more likely to be more highly educated, and thus been introduced to the drinking culture that is commonplace in institutes of higher ed. It may be a part of the culture there because it is more impressive (see bottom here) to be able to succeed in school and party on the weekends. And most people seek to maximize their relative impressiveness.