Can't swear to what happens on the cruise, but I know what happens in an airport, thanks to DH. He had apparently dropped his little pocketknife into my purse sometime since I had last flown. Who know why? Anyway, when my purse went through the xray machine, they pulled it aside, pointed out that I had what appeared to be a pocket knife in it and told me I had 3 choices. 1) Take the bag and check it, 2) Go to the Post Office drop in the airport and mail it to myself, or 3) Leave it with them and they would dispose of it. After verifying that this wasn't the knife I had given DH for a wedding gift, I chose 3.
I do remember that pre-911 you could leave it there and pick it up on your return flight, but apparently now they don't want to deal with it.