This is a an urban myth. Casinos DO NOT pump in oxygen to the casino. For one reason (and probably the most important) it is illegal! A felony, actually (IANAL).
Secondly, it is a fire hazard. An oxygen rich environment will cause any fire to be accelerated, even if only a little.
Thirdly, considering the amount of air exchanged each hour, an incredible volumn of oxygen would be necessary to make a difference. This would also mean special equipment, more staff, etc.. It would be incredibly expensive, and the risk/reward ratio is just too small. Actual casino interior/exterior design (besides location) is the single most important factor in drawing patrons.
The truth is that a MASSIVE amount of air is replaced each hour. The casino has huge air handlers that keep the air free from smoke. They sometimes add scents to the air to keep it smelling fresh. A typical casino can exchange the entire volumn of air in the casino several times an hour. This, of course, gives the impression that oxygen is being pumped in because it smells so fresh and clean.