Off-shore is your answer. The extreme taxes which the gaming industry need to pay forces them to locate to areas where their tax rates are virtually zero.
An example is the famous Caribbean islands. Here the laws are lenient to the casino industry, most countries around the world actually disallow
gambling licenses.
You will also find that various segments of an online casino are distributed around the world. For example, the servers may be located in the US but support and management may be from another location entirely. The only important thing is to find the most reputable one to gamble with.
