Funny how anyone who thinks this is a thing can't explain just how it might work. Let's say someone had "luck neurons" embedded in their brains. Those neurons would have to not only intimately understand whatever casino game the person so blessed is playing, but also deploy instantaneous telekinetic powers to make the dice roll or the cards fall the right way--or in the case of an electronic gizmo like a slot or VP machine, alter the random electrical patterns of the machine to make it generate the desired combination(s) even though the signals that pass through the machine's computer and wiring are about fifty times as fast as human neurons fire.
I realize that jstewa22's response was tongue-in-cheek, but it's amazing how many people think there really is something like this going on when someone they know is "luckier" than "normal."
Once again, the true nature of probability is sharply counterintuitive to the way our brains are hard-wired to perceive and interpret the world. We look under every rock to find causation, and when we don't find it (because it ain't there), well...that's deeply unsatisfying. So...we make shit up. God. Gods. Rabbit's feet. Luck. It's my birthday. I said "rutabaga" three times fast before hitting DEAL.
The truth is, that guy who just hit three royals in ten hands was exactly as "lucky" as his friend who couldn't even get a four of a kind in nine hours of play.