I saw the headline of this article and thought, "Of course they did. Didn't everyone smuggle alcohol in?" Yes, but it was mostly by boat or some other vehicle. A submarine would be an extraordinary tactic, especially since the few that existed were owned by militaries. But there were rumors and sightings. Authorities rarely gave any credence to the reports, and when they checked them out, they didn't find any evidence.
People who claimed to have seen these boats were likely to agree with that assessment—because they didn’t think these were American Navy ships. The Puget Sound submarine was thought to have been built in Seattle but sold to the Canadian government, which later sold it for junk. And the boats on the East Coast were thought to come from Europe: “Up and down Cape Cod chin whiskers are bristling in the salt air as fishermen tell of a giant German U-boat which is torpedoing the Eighteenth Amendment with liquor and beer,” one United Press reporter wrote sun 1924.
Finally, after two years of rumors, evidence surfaced. As historian Ellen NicKenzie Lawson reports in her book Smugglers, Bootleggers, And Scofflaws, in 1924, a commercial mapping firm was flying over the Hudson River when it spotted two submarines, each 250 feet long, in the water 30 miles up the river. They shared a photo with the Navy, which confirmed the submarines did not belong to the United States. Could those photos, preserved in Coast Guard intelligence files, have shown the U-boats of rumor?
See that picture, and read about the practice of smuggling alcohol via submarine at Atlas Obscura.