It's a well-worn mantra that when it comes to casinos, the house always wins, at least in the long term. That's because casinos maintain a small house "edge"—not enough to scare gamblers away, but sufficient to ensure that the house ultimately comes out ahead.

Some gamblers think they can get around this by jumping from slot machine to slot machine, for instance, in hopes of hitting one at just the right time to win a big payout.