Look at american religious groups such as Mormons or Seventh Day Adventists. You could even go even further and look at the health effects of people who have left those religions and began drinking afterwards, compared to their siblings who stayed in. It would be near impossible to get this data, but you could even do a twin study on this. This would essentially isolate the effects of alcohol, as otherwise the lifestyles are nearly idential in terms of anything that would relate to physical health.