For the most part, the casino frowns on anything you do that does not directly benefit the house. As a matter of fact, you can be an axe murderer and you will still be welcome so long as the casino can still make money off of you. Even if you are a low roller, getting kicked out of a Vegas casino is quite uncommon. This does not mean that it is impossible, however. In no particular order, below are some of the most common things that will get you booted.
This is not a joke. If you win too much at Blackjack, or even Craps, sometimes you may be banned from the particular game, and in some cases you may be asked to leave altogether. The rationale for the casino is that people who win too much know how to count cards or set dice -- but it sometimes happens that just plain lucky players will no longer be welcome.
This rule is usually only invoked on table games in which a superior play may gain a theoretical advantage. If you win at slots, you will almost always be welcomed back, and usually with sweet comps. The house figures that you will eventually lose back everything you've won on video games, and more often than not -- they're right.
This may be the most common reason for getting kicked out. Even though there is no such thing as profanity, much like the Easter Bunny and Democracy... some people still believe that it exists.
3. Slot Walking
Slot walking is the practice of playing or cashing in someone else's credits. Once a player leaves a machine, the house lays claim to any unplayed credit left on machines, and they even assert claim over any money that is left on the floor or in other common areas. Anyone who has spent any appreciable time in a casino has probably slot walked a little (there is no reason to call security to return a nickel), but scavenging credits, chips, sports tickets, etc. can get you booted if caught.
4. Break Into the Casino Vault ... Ninja Style
Hollywood would never lie to you. If it works for Brad Pitt and George Clooney, it will work for you. Just try not to get caught. Steve Wynn keeps his cherished "Just For Men" hair coloring in the vault, and he's been known to choke a person or two just for getting close to it. Even though this may get you kicked out of the casino, look on the bright side, it might also secure you a place in the Las Vegas Mob Museum.
5. Exercise Your Second Amendment Right
Even though no law exists to prevent the lawful carrying of firearms in Las Vegas casinos, security still doesn't want to see them inside. "Customer Safety" is often cited as the reason, but this probably isn't the whole story. An armed society is a polite society, but let's face it, the house doesn't want to have to be polite.
Fortunately, most casinos already hire highly-trained security guards to deal with pesky photographers, so you probably won't need a firearm anyway.
6. Offer Sexual Favors For Money
This one is a bummer, because it is by far the easiest way to make money in a casino. Were it not for this rule, I would never have taken up poker in the first place. Why risk pushing all-in when you have a sure thing. This rule also works in reverse. If you ask the cocktail waitress for a lapdance, or offer the dealer money to go back to your room, you may get ejected. Then again ... you may also get a date.
7. Take a Photograph.
Don't ask me how I know, but this is one that will get you tossed quite regularly. Even though it is perfectly legal to take photographs inside of casinos, some places will still come down hard on you for doing so. If you want to expedite your ejection, locate the cocktail waitress with the worst aim, point your lens toward her, and watch hilarity ensue.
You can walk beer and house drinks around the casino floor, but sit at the table with your own bottle of Jack Daniels and things will get ugly fast.
Given that casinos prefer customers drunk, this rule has always struck me as somewhat counter-intuitive, but the more the house can control, the better.
9. Demand Replays
After a losing hand of Blackjack, wait for the cards to be cleared, then stand up and declare that the dealer miscounted your cards and that you actually had 21. If you win, wait for the table to be cleared, and then insist that you were short paid. Do this every four or five hands. Another twist on this particular ruse is to ask the pit boss for comps. After every single hand, summon the pit boss and say "Can I have a free room now?" You won't last long, but you'll be my personal hero for having the balls to try it.
10. Bring the Kids
As silly and common-sensical as it sounds, I've personally witnessed this time and again. Casino security is ever-vigilant for the presence of junior, and if you linger just a little bit too long in the casino with your kid, a tap on the shoulder is inevitable. Given that a casino can lose its gaming license for allowing minors to loiter, it is hard to blame the house for enforcing this rule.
11. Quote from the Movie "Swingers"
The casino will not kick you out, but many locals will seek to have you banished from the city altogether. While Swingers' quotes are particularly offensive to anyone with an IQ greater than 60, this rule applies to quotes from just about every other Vegas movie as well.
12. Steal Mike Tyson's Tiger
See above. Getting kicked out of a casino is a small price to pay for reenacting your favorite movie scene. For bonus points, you may want to steal a police car and marry a stripper. Don't worry about the repercussions. In case you hadn't heard, what happens here stays here!
13. Be a Repeat Offender
If you mess up really badly, you will be "trespassed" from a casino. What this means is that if you come back, you are guilty of the crime of trespassing and can thus be arrested by the police. Most casinos have hundreds of video cameras and automated biometrics, so even if you are wearing a disguise, the risk is typically greater than the reward.
14. Be Obnoxious
This one could fall under the "profanity" rule, but sometimes just being a jerk can get you kicked out. Being too loud, being too drunk, criticizing the play of other players, challenging other patrons to fight, etc. After "profanity", this is probably the next most common reason for being tossed.
This one is fairly obvious, but unlike the above reasons, it is an absolute guarantee. If you are caught cheating in a Vegas casino, not only will you get kicked out, but you may get two beatings... once by casino security, and once by the Las Vegas Metropolitan Police Department. After they are done with you, be prepared to spend some quality time in the Clark County Detention Center. For these reasons, cheating in Las Vegas is highly discouraged, especially if you have an aversion to forcible sodomy.