A quote from my Athens 2004 Official Spectator Guide:

Restricted Items:
"Musical instruments, glass bottles, flasks, iceboxes, ice-bags, thermos, water, beverages, alcoholic drinks and material, in general, of any shape or content, or any other items that ATHOC in cooperation with the Security Authorities in charge, consider to be dangerous or inappropriate"

Further,

"Water will be sold at venues".

Anyone who has been to Water World or Disney Land knows how much THAT's gonna' cost...