Back then they didn't have yellow page categories for "casino" or "gaming". In the 1930's the clubs were listed under "Associations". By 1948 they had a "Clubs" listing, but you can see that it says something like "also see associations"...so I think it's possible that not all clubs had gaming.

When looking in the old yellow pages you have to check several categories...including Clubs, Cocktail Lounges, Beer Taverns, Nightclubs, Restaurants, Hotels...you get the idea!