Gambling winnings here are taxed! Once in awhile, you'll see someone who has won big-- walking around-- and picking up losing stubs off the floor-- since you can "offset" your "earning" by proving your loses...

and since since big houses (casinos, raceparks, etc) are a business- if you win very big-- they report it to the IRS-- (internal revenue)-- and places like OTB (off track betting) or lotteries-- are often government run- and they tax comes out before you ever see the money!

the US is big on vice taxes-- smoking, drinking and gambling are all taxed at a rate higher than other purchases/income.