Arcade game "attract modes" (the mode in which short segments of the game are shown, title screen is shown, and "Insert Coin" sort of messages are displayed all the time) had many different messages.
The "Winners Don't Use Drugs" message was added to many coin-ops. The message was a part of joint effort by FBI and AAMA (American Amusement Machine Association).
(Personally, I liked more the message that was in some Nintendo coin-op high score screens, as a good counterpoint on the drug message: "How high can you get?" =)
Other messages that were added included, for example, "Recycle it, don't trash it!" from US Environmental Protection Agency. TBBK informs me that the the games that had this message had a dip switch for turning the message off, in case it was not desired for some reason.
Source: http://hci.stanford.edu/captology/resources/final/phil/