Cook's Illustrated has developed a recipe for pie dough that substitutes vodka for some of the water, making dough mixable but developing less gluten (tough pastry). It works! Has anyone tried using rum or whiskey in place of vodka, in hopes of getting a flavored crust, for perhaps a pecan or banana cream pie? If so did it work out for you?
Judging by the recipe posted on Serious Eats, there are about 2 tablespoons of vodka per crust. Substituting two tablespoons of rum or other liquor may be enough to lend a minimum of fragrance, but I would not expect a strong flavor. I am not sure it would be perceptible in the over all flavor balance of the complete pie with its filling. You would need to use an extract (which is much stronger) to get a robust result.
On the other hand, if you are substituting for convenience because you don't have vodka conveniently available, as long as the proof or alcohol percentage is compatible to vodka, the chemistry will be the same.