It's a common and annoying problem here and one with which we can sympathize -- one of the LVA research assistants gets shocked in the office several times a day and she's pretty sick of it, too.
First the physics lesson (if you don't care, just skip this paragraph). All materials are made of electrically charged atoms. There are equal amounts of positive (protons) and negative (electrons) charges in the universe, which naturally try to stay in balance in all situations. However, when two materials touch, friction causes some of the charges move from one surface to the other, causing one material to become positively charged and the other negatively so. If the materials are able to conduct the charges away, they'll dissipate and recombine to achieve the natural neutral balance again. But if the two surfaces (e.g., the sole of your shoe and the carpet) are separated faster than this can happen, the electrostatic charge builds up. If the voltage gets high enough, you'll feel the consequences when you touch a conductor -- metal, water, or another person, for example -- the discharge creates a little shock.
There are several reasons why Las Vegas in general and casinos in particular tend to be trouble spots for static. When the air is dry, static-charge build-up is enhanced. The air's naturally dry in the desert most of the time and air-conditioning and central heating dry it even more. The man-made floor coverings and furnishings favored by casinos for their durability are also insulating materials that are particularly good at generating static electricity. If you're wearing man-made fibers and rubber or plastic soles, you can build up a high voltage in that environment, which is transferred from your clothing and shoes to your body. In extreme circumstances, more than 15,000 volts have been recorded and around 5,000V is common.
Many people don't even feel a shock from a static-electricity discharge if it's less than 2,000-4,000V, but some people are more sensitive, which might be the case with your girlfriend. The size of your body and feet (bigger = more charge stored) and the way you walk can also be factors affecting how much charge you generate, as can your clothing.
Here are some tips that might help: