You can't smoke in bars, restaurants, or most hotel rooms, but the vast majority of the resort casinos on the Las Vegas Strip not only don't ban smoking, many don't even have no-smoking sections.
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This completely depends on the hotel policy, so you'll want to check with guest services before you light up. The Cosmopolitan is an example of a Las Vegas hotel that doesn't offer smoking rooms but does allow guests to smoke on their balcony or terrace, as long as the door to the room or suite is closed.