Yes, actors almost never drink alcoholic beverages on screen,...

I doubt that Larry Hagman had tea in his cup ;-)

As far as I know, whiskey is normally just cold tea.  And I remember reading somewhere that they use herbal cigarettes in Mad Men.

Boardwalk Empire is a new show for me. As I watched the character drinking whiskey, I wondered what the actors are actually drinking.  I imagine juice is used when the characters in a TV show or movie drink wine. What are they actually drinking in place of whiskey? Water with food coloring? What about smoking? I wouldn't expect an actor to be forced to smoke regular cigarettes. If they do smoke, are cigarettes genuine? If they are non-smokers, how is that handled?  In addition to Boardwalk Empire, Mad Men is an example of characters who drink and smoke throughout so many episodes.

As far as I know, whiskey is normally just cold tea.  And I remember reading somewhere that they use herbal cigarettes in Mad Men.

In X-Files, the actor portraying The Cigarrette Smoking Man had quit smoking years before filming. 1st season he smoked real cigarrettes, after he got addicted to those again they switched to herbal cigarrettes.