This question was recently answered while we perused the First Class liquor selection in BA's revamped Galleries Lounge at Newark-Liberty International. British Airways says that while they stock alcohol on all flights, there is one place that causes the skies to go dry: the air above Saudi Arabia.
The official BA reply: "BA serves alcohol on all our flights but we close bars over Saudi airspace for flights in that region."
Naturally the cause for this brief bar shutdown is in deference to Muslim doctrines and Saudi laws, but at least you'll be comforted to know that, once you've crossed the border, the G & Ts will again come down the aisle.
For those interested in something a little smoother, a recommendation: British Airways occasionally purchases a winery's entire production of a single wine. One such vintage is The Gentleman Cabernet Sauvignon 2010, only available in the air and only on BA flights. In First Class, BA has served wines from over 12 different countries, even a Canadian ice wine at one point. This is why it always pays to read the menus!