[ike]

Taking 40k cash on a plane is no problem from a legal standpoint. I've done it and it didn't make me feel really really comfortable, but its fine. Theres a very small chance you'll get detained and questioned on the off chance security even notices the money. In this worst case scenario, they still aren't going to charge you with a crime or send you to Guantanamo or anything. Sad but true, this is probably much less likely to happen if you're white.
Wiring money to the casino is a better option and not at all difficult. Call up the casino you want to wire money to, ask to talk to the main cage, they'll give you the information you need to give to your bank. You have to go to a physical bank to take care of it but if theres no line and you get a competent teller it shouldn't take more than 15 minutes.