(European here, working for a large consumer electronics company. I’ve also worked at a lot of different companies in the financial industry in the past, which tend to be more conservative.)
Yeah, most of the examples given in the OP are at the rather mundane end of the “alternative lifestyle” spectrum.
Being gay? Not an issue at all at most companies, here in the Netherlands. Being visibly transsexual may be more tricky, especially during the interview process or if you have a job which requires a lot of contact with external parties. Being into polyamory or hardcore BDSM could be an issue, but only if you bring it up in conversations more often than needed.
Vegan? Not an issue. Indeed, some co-workers may get obnoxious about it at lunchtime, but it won’t affect your career prospects if you’re a competent and generally easy-to-work-with person. Badgering your co-workers about their food habits is not going to be appreciated, of course.
Drug user? Mmm, depends on the company. Doing some soft drugs in the week-end, many companies here in the Netherlands won’t mind, but I would avoid mentioning it too often. Hard drugs, probably better keep your habits to yourself, although I know of at least one example of a guy being very open about his fondness for all kinds of interesting neurochemicals, working as a laboratory assistant at a pharmaceutics manufacturer.
Playing in a rock band? I never thought of that as an alternative lifestyle; it’s just another hobby, isn’t it? As long as you do it in your spare time, why would anybody care?
Now, let’s talk about real alternative lifestyles. Having lots of tattoos and body modifications in places which aren’t easily covered by a business suit? Yes, that will affect your chances at passing an interview, and it will definitely hamper your chances of being promoted to middle management or above. Belonging to some fringe religion which requires you to wear special clothes and observe highly visual rituals during work-hours? Could get you assigned the “too high maintenance” label.