N.L.
Please try not giving him milk, as this will eventually rot out his teeth, and he'll have to have his baby teeth pulled. this happened to my nephew and he had his teeth rot right down to the gumline.
I always used a comfort toy as the thing the kids had to have with them when they went to bed. You make a big deal about the toy, like a stuffed animal they can cuddle, as being their friend they get to sleep with. Don't have any others there, just the one special one. They start to bond with that toy and look for it is their sleep and cuddle with that. What they really want is comfort and feeling they are not alone.
There might be some crying for a while, but you just tell them that they aren't going to have a drink in bed, but they can cuddle their animal. You must be diligent for about 2 weeks, putting up with the fussing, and soon they will be weaned from that. It isn't easy, but it is best for him.