I learned a ton about the right to photograph over the last year... I had an incident where I was shooting in PUBLIC and was harassed and detained by the DEA at my work (I work in a casino). I am a storm photographer and was shooting building clouds from a church parking lot the day before which happened to be next door to a building which housed the DEA (I had no clue the DEA had offices in the building).

Even though you are in a casino you still have rights... You do not have to show your photos, you do not have to delete your photos if asked. If they ask you to stop when you are on private property, you need to stop. Security guards and most casinos do not know about your rights when it comes to taking photos, so you may be detained. Unless you give permission - your camera or cell phone cannot be accessed unless there is a warrant.

But why fight a ignorant security guard, just be discreet and shoot from the hip.

Great site on the war on photography
http://www.pixiq.com/contributors/248