To play devil's advocate, there are too many instances of families ruined by alcoholism and heart disease, but you can still buy beer and cheeseburgers.
We clearly will tolerate negative externalities to some degree; a good or service having a negative externality shouldn't be justification enough for banning it.
Well either you ban it or put frictional controls that make it more difficult or expensive to access (steep taxes etc). It's a continuum based on how
negative an externality does a community judge something to be and how much opposition do they think it would stir up.
You'll find provinces in India and many countries outside of US/Europe do ban alcohol even today. In US and Europe, the problem is alcohol is too entwined in popular culture to outright ban. However in some places, sale of hard liquor is controlled through government monopoly shops which amounts to another form of control or frictional control. For instance, I recall seeing government liqor shops when visiting Sweden (Systembolaget). Similar restrictions are applied to tobacco practically everywhere.
No need to look as far as Sweden, in most Canadian provinces, alcohol is controlled through a Gov-monopoly. In some of them, you can buy beer&wine at the grocery store (or convenience stores), but even they have to buy it from the official government supplier and sell at the fixed price.
DABC in Utah is a perfect example of a government run monopoly on alcohol. The only wine and liquor stores in the state are run by the state. Many absurd regulations crop up alongside this, for instance the Zion Curtain.
Also cigarettes and second hand smoke. But go ahead, smoke all you want.
Problems with hard drugs come mostly from their legal status.
Hard drug addiction tends to be a negative externality because addicts tend to be easily manipulated to commit crime due to their dependency and also tend to have skewed judgements for being good at regular jobs.
Weapons tend to be a negative externality because ready weapon availability lets random ordinary people under stress or influenced by propaganda to shoot up other people and makes it more dangerous for police to operate.
Gambling tends to be restricted for a similar reason to reduce availability since there are too many instances of families ruined by someone's gambling addiction.