Fair Value Measurements, Derivative Instruments and Hedging Activities - Additional Information (Detail) (USD $)	3 Months Ended			6 Months Ended			3 Months Ended	6 Months Ended				1 Months Ended				3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended
	May 31, 2012	Feb. 29, 2012	May 31, 2011	May 31, 2012	May 31, 2011	Nov. 30, 2011	May 31, 2012 Fuel	May 31, 2012 Fuel	Jul. 31, 2011 Ibero Cruise	May 31, 2012 Euro And Sterling Debt And Other Obligations	Nov. 30, 2011 Euro And Sterling Debt And Other Obligations	Jun. 30, 2012 Subsequent Event Cash Flow Hedging	Jun. 25, 2012 Subsequent Event Euro And Sterling Debt And Other Obligations	Jun. 25, 2012 Subsequent Event Princess Contract	Jun. 25, 2012 Subsequent Event P And O Cruises UK Contract	May 31, 2012 Foreign Exchange Contract Cash Flow Hedging	May 31, 2011 Foreign Exchange Contract Cash Flow Hedging	May 31, 2012 Foreign Exchange Contract Cash Flow Hedging	May 31, 2011 Foreign Exchange Contract Cash Flow Hedging	May 31, 2012 Foreign Exchange Contract Net investment hedges	May 31, 2011 Foreign Exchange Contract Net investment hedges	May 31, 2012 Foreign Exchange Contract Net investment hedges	May 31, 2011 Foreign Exchange Contract Net investment hedges	May 31, 2012 Minimum	Jul. 31, 2011 Minimum	Jun. 30, 2012 Minimum Subsequent Event Cash Flow Hedging	Jul. 31, 2011 Maximum	May 31, 2012 Maximum Euro And Sterling Debt And Other Obligations	Jun. 30, 2012 Maximum Subsequent Event Cash Flow Hedging
Fair Value, Measurement Inputs, Disclosure [Line Items]
Percentage of weighted average cost of capital adjusted for risk																									10.00%		13.00%
Percentage by which Ibero's estimated fair value exceeds its carrying value									2.00%
Amount by which Ibero's estimated fair value exceeds its carrying value									$ 12,000,000
Ibero goodwill impairment charge		153,000,000		153,000,000
Accumulated goodwill impairment charges	153,000,000			153,000,000
Ibero trademarks impairment charge		20,000,000		20,000,000
Effective portions of derivative gains and (losses) recognized in other comprehensive income (loss)																(4,000,000)	45,000,000	(11,000,000)	82,000,000	54,000,000	(5,000,000)	55,000,000	(24,000,000)
Unrealized net gains (losses) on fuel derivatives							145,000,000	124,000,000
Derivative asset, cash collateral netting threshhold, fair value																								100,000,000
Designated debt and other obligations as nonderivative hedges of net investments in foreign operations										3,900,000,000	3,600,000,000
Debt and other obligations maturity year																												2024
Cumulative foreign currency transaction gains and (losses) included in the cumulative translation adjustment component of AOCI	272,000,000			272,000,000		204,000,000
Foreign currency translation adjustment	128,000,000		(110,000,000)	68,000,000	(220,000,000)
Maturity period for zero cost collars												2013-05
Weighted-average ceiling rate												1.30
Currency exchange risk hedged																										512,000,000			560,000,000
Weighted-average floor rate												1.19
Number of foreign currency contracts														1	1
Foreign currency contract commitments													$ 1,300,000,000
Percentage of debt bore fixed interest rates, including the effect of interest rate swaps	57.00%			57.00%		65.00%
Percentage of debt bore floating interest rates, including the effect of interest rate swaps	43.00%			43.00%		35.00%