Fair Value Measurements, Derivative Instruments and Hedging Activities - Estimated Fair Values of Derivative Financial Instruments and Location on Consolidated Balance Sheets (Detail) (USD $) In Millions, unless otherwise specified	May 31, 2013		Nov. 30, 2012
Derivatives, Fair Value [Line Items]
Derivative assets designated as hedging instruments	$ 22		$ 23
Total derivative assets	22		48
Derivative liabilities designated as hedging instruments	21		24
Derivative liabilities not designated as hedging instruments	51		19
Total derivative liabilities	72		43
Net investment hedges | Prepaid expenses and other
Derivatives, Fair Value [Line Items]
Derivative assets designated as hedging instruments	1	[1]	1	[1]
Net investment hedges | Other assets - long-term
Derivatives, Fair Value [Line Items]
Derivative assets designated as hedging instruments	6	[1]	6	[1]
Foreign currency zero cost collars | Prepaid expenses and other
Derivatives, Fair Value [Line Items]
Derivative assets designated as hedging instruments		[2]	11	[2]
Foreign currency zero cost collars | Other assets - long-term
Derivatives, Fair Value [Line Items]
Derivative assets designated as hedging instruments	15	[2]	5	[2]
Interest rate swaps | Accrued liabilities and other
Derivatives, Fair Value [Line Items]
Derivative liabilities designated as hedging instruments	6	[3]	7	[3]
Interest rate swaps | Other Long-Term Liabilities
Derivatives, Fair Value [Line Items]
Derivative liabilities designated as hedging instruments	15	[3]	17	[3]
Fuel | Other assets - long-term
Derivatives, Fair Value [Line Items]
Derivative assets not designated as hedging instruments		[4]	25	[4]
Fuel | Accrued liabilities and other
Derivatives, Fair Value [Line Items]
Derivative liabilities not designated as hedging instruments	13	[4]	16	[4]
Fuel | Other Long-Term Liabilities
Derivatives, Fair Value [Line Items]
Derivative liabilities not designated as hedging instruments	$ 38	[4]	$ 3	[4]

[1] At May 31, 2013 and November 30, 2012, we had foreign currency forwards totaling $128 million and $235 million, respectively, that are designated as hedges of our net investments in foreign operations, which have a euro-denominated functional currency. At May 31, 2013, these outstanding foreign currency forwards mature through July 2017.

[2] At May 31, 2013 and November 30, 2012, we had foreign currency derivatives consisting of foreign currency zero cost collars that are designated as foreign currency cash flow hedges for a portion of our euro-denominated shipbuilding payments. See “Newbuild Currency Risks” below for additional information regarding these derivatives.

[3] We have euro interest rate swaps designated as cash flow hedges whereby we receive floating interest rate payments in exchange for making fixed interest rate payments. At May 31, 2013 and November 30, 2012, these interest rate swap agreements effectively changed $255 million and $269 million, respectively, of EURIBOR-based floating rate euro debt to fixed rate debt. These interest rate swaps settle through February 2022. In addition, at May 31, 2013 we had U.S. dollar interest rate swaps designated as fair value hedges whereby we receive fixed interest rate payments in exchange for making floating interest rate payments. These interest rate swap agreements effectively changed $500 million of fixed rate debt to U.S. dollar LIBOR-based floating rate debt. These interest rate swaps settle through February 2016.

[4] At May 31, 2013, we had fuel derivatives consisting of zero cost collars on Brent crude oil (“Brent”) to cover a portion of our estimated fuel consumption through 2017. See “Fuel Price Risks” below for additional information regarding these fuel derivatives. At November 30, 2012, we had fuel derivatives consisting of zero cost collars on Brent to cover a portion of our estimated fuel consumption through 2016. There were no realized gains or losses recognized in the three and six months ended May 31, 2013 and 2012 on our fuel derivatives.