Actually caffiene was on the WADA list of banned drugs until 2004.
Alcohol is banned in some sports as set out on the WADA list.
They are - Aeronautic (FAI), Archery, (FITA, IPC), Automobile (FIA), Billiards (WCBS), Boules (IPC bowls,CMSB), Karate (WKF), Modern Pentathlon (UIPM), Motorcycling (FIM), Powerboating (UIM).