Some are suggesting that coach passengers who are discrete can get away with consuming private stock in their seats (e.g. by mixing it with soda in pop bottles). That might work, but if you are observed doing the mixing, you certainly would be at risk.
My suggestion was premixing, certainly doing that on the train would be quite foolish. Other than smelling the alcohol, as long as you aren't an idiot about things, it shouldn't be a problem. I've never had the opportunitiy to do this on Amtrak, but it's worked nicely in several other situations.
My guess is that just like the airlines, your name may go into the Amtrak data base as a problem passenger and you may have problems booking in the future.
I've never heard of anything to suggest that such a database exists.
Edit to add: To add to the discussion on the NEC commuter services, open consumption is permitted on the MARC, so long as you're not disruptive to other passengers.