I quit for 2 weeks when I went on vacation and didn't want to bother bringing meds into the Caribbean.. I literally didn't feel any different, and my hair didn’t suffer at all from that time.
FYI, alcohol and anxiety are extremely bad bedfellows. If you have generalized anxiety or depression, stay away from alcohol (1 or 2 drinks a day is fine if you can control yourself) but do not binge drink. People prone to anxiety/depression have such a ridiculously high risk of alcoholism. The worst of it is drinking large amounts of alcohol messes with your hormones something awful, and since you are already messing with them by taking Finasteride, you should really cut down. Alcohol raises estrogen levels, which are likely already raised by Finasteride.
If you are a regular drinker, challenge yourself to take a month off. I guarantee you will feel much, much better. I had a problem with heavy drinking (weekly binge drinking) late last year, and took January off from drinking. I lost like 15 pounds and I feel ten times better. More energy, more positive, better sex drive, everything was better. I still do drink, and enjoy the hell out of it, but I am careful to do so in moderation. For example, instead of downing a 12-pack of beer in one sitting, I have a couple glasses of nice scotch or cognac. I find I enjoy it much more and don't get wasted in the process.