Vegas is not the only location of legal casino gambling. It is by far the largest but there is significant gambling activity elswhere in the US.

Wikipedia mentions these markets:

    1. Las Vegas Strip $5.550 billion
    2. Atlantic City $3.943 billion
    3. Chicago region $2.092 billion
    4. Connecticut $1.448 billion
    5. Detroit $1.36 billion
    6. St. Louis $1.050 billion
    7. Tunica Resorts, Mississippi $997.02 million
    8. Biloxi, Miss. $833.50 million
    9. Shreveport, La. $779.65 million
    10. Boulder Strip (Las Vegas) $774.33 million
    11. Reno, Nevada $715.23 million
    12. New Orleans, La. $653.05 million
    13. Downtown Las Vegas $523.82 million
    14. Laughlin, Nevada $492.51 million

There are also numerous casinos on Indian reservations across the country.