"When was the last time anyone actually won a multi-million dollar jackpot on a slot machine?"
Megabucks, Wheel Of Fortune, etc hits quite often.

"Does anyone ever really investigate and test the machines in question, or does the patron/customer always have to accept the casino's ruling?"

In states with Gaming Commissions, they investigate all customer disputes over a certain amount. In Nv it is $500 and up. They will investigate lower amounts at a customers request.