We conducted one of our epic and legendary QoD call-arounds and turned up the following properties that told us they include a complimentary in-room safe in all of their rooms. (This list is not pretending to be exhaustive, but it covers a good cross-section both location and price-wise.)
Aladdin, Circus Circus, Caesars Palace, Casino Royale, Fitzgeralds, Flamingo, Golden Nugget, Green Valley Ranch, Hard Rock, Hyatt Lake Las Vegas, Mandalay Bay, MGM Grand, Mirage, New York-New York, Palms, Paris, Ritz-Carlton Lake Las Vegas, Rio, Riviera, Texas Station, TI, Tuscany, Vegas Club, Venetian, Westin Casuarina, and the Wynn.
Those hotels that don’t have in-room safes usually have safety-deposit boxes that hotel guests can use, which are generally located either at the main casino cage or the front desk. Use of these often depends on payment of a refundable deposit, with fees varying widely from property to property. For example: Barbary Coast charges a $60 deposit; Imperial Palace charges a $55 deposit if you don’t leave a valid credit card number at the front desk (you must also present your receipt from the front desk to the cage cashier); Sam’s Town charges $25; New Frontier and the Plaza both charge $10; and Orleans and Suncoast charge $50.
At other properties, such as Stratosphere, Terrible’s, and Gold Coast, no deposit is required, but be aware that all properties tend to charge substantial fees if you happen to lose your key, since a locksmith needs to physically drill out the lock to gain access. For example, the charge for losing your key at Stratosphere is $100. Luxor and Sunset Station both charge $50, Harrah’s charges "at least" $75, while Gold Coast charges between $165 and $300+, depending on what time and which day the service call occurs.