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What is burn down a casino?
Winning big in Las Vegas.
The notion that you will win SO much money, you'll take a casino's entire bankroll. The only option left is to burn the casino down for insurance money.
Man, I can't wait to go to Vegas. We're gonna burn down the Palms!
Guy #1: How'd you do in Vegas? Did you burn down a casino?
Guy #2: Nah, I lost $1,000.