OF course they cash checks
 

All the major casinos in Vegas will cash personal checks. They use one of the check services to do so. Last time I was there, I cashed a check for $1000 at Rio. Next day went to Bellagio, and cash a check for $2500. They said, "oh, I see you already cashed $1000 @ Rio., your check cashing limit is $xxxx.

The way it works is the check service they use, issues you a check cashing limit per visit to Vegas. You can cash one or more checks until it totals the limit amount. This works at virtually all of the bigger casinos.