Yes. For some smaller pokémon, alcohol is literal poison, so I would not recommend giving them any. It’s also completely lethal to fire- and electric-types, as it interacts badly with their internal fire and electric sacs.
Meanwhile, alcohol has similar affects on larger and more humanoid pokémon as it does on humans, but I wouldn’t recommend this either, as a drunk pokémon’s abilities may have adverse affects on the human body.
In other words, please don’t get your pokémon drunk, anonymous.