Straight out of Wikipedia:
The last meal is a customary part of a condemned prisoner’s last day. The day before the appointed time of execution, the prisoner receives the meal, as well as religious rites, if they desire. As a general rule, inmates may not ask for an alcoholic drink, as it dulls the senses.
In many countries the prisoner may select what the last meal will be (within reason), and the authorities do their best to satisfy the request.
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In the United States of America most states give the meal a day or two prior to execution, and use the euphemism “special meal”. Alcohol or tobacco is usually denied. An unorthodox or unavailable request will be replaced with a substitute. Some states place tight restrictions. For example, Texas limits last meals to food available within the prison system, though occasionally permitting food “from the free world”. In Florida, the food for the last meal must be purchased locally and the cost is limited to $40. Maryland does not offer the condemned a special last meal.