Adding to the long commute Music City residents face when wanting to hit the slots or tables is the fact another one of those casino-free states is their northern neighbor, Kentucky. (Online sports betting is legal however). Tennessee is one of just a handful of states without legal casino gambling. Residents and visitors to Nashville, Tennessee wanting to visit a casino should buckle up for a for a multi-state road trip, as the closest Las Vegas style casinos are 150 miles away in different states.