In the casinos of downtown Las Vegas, the smoke is so thick you can barely breathe! There's no escaping it. Even if you don't have a lot of smokers around you, decades of poorly-ventilated smoke has sunk deeply into every surface. Those places will reek of smoke until they're bulldozed.
However, the strip is better. A few casinos including the MGM Grand have non-smoking gambling areas. To the best of my knowledge there is no entirely non-smoking casino. However, even the ones that don't have non-smoking gambling areas still restrict smoking to the floor, a few bars, and of course the smoking hotel rooms. The casinos on the strip also are much better ventilated.