Off the top of my head, states with ...

Full casino gaming - Nevada, New Jersey (Atlantic City only), Louisiana (only Harrah's in New Orleans)
Riverboat casinos - Illinois, Indiana, Mississippi, Missouri, Louisiana and Iowa
Limited gaming (restricted games and betting) - Colorado (Black Hawk, Central City and Cripple Creek) and South Dakota (Deadwood)
Many states have VLT's (Video Lottery Terminals) to allow some form of slot machines or video poker located in bars or race tracks (racinos)
Some (mostly western) states have card rooms that allow player banked poker and some other card games
Any state that permits any form of gambling (bingo or horse racing for instance) is also open to charity casino nights and Indian Reservation casinos.
States with Indian Reservation casinos - Washington, Oregon, California, Nevada (Avi in Laughlin), New Mexico, Arizona, Iowa, Louisiana, Mississippi, Kansas, New York, Connecticut, North Carolina, Colorado, Florida, Michigan, Wisconsin, Minnesota, North Dakota, South Dakota, Michigan
And some states don't permit any gaming at all.