Besides games, they offer a steakhouse and regularly booked entertainment. There are many casinos not far from the city these days here are a few of our favorites, in no particular order.īuilt in 2011, the suburban casino is just a few minutes from O’Hare. Gambling is still not permitted in the city of Chicago, but you’d don’t have to go to a seedy backroom controlled by the mafia if you’re looking to get in on some Vegas action.