You were right to feel nervous, because that's stealing. Chips have no intrinsic value, but they are the property of the casino and are tokens representing actual money that also belongs to the casino.
The incident you outline comes under NRS 205.0832 -- Actions which constitute theft. It's specifically clause (d) that applies in this instance:
1. Except as otherwise provided in subsection 2, a person commits theft if, without lawful authority, the person knowingly:
(d) Comes into control of lost, mislaid or misdelivered property of another person under circumstances providing means of inquiry as to the true owner and appropriates that property to his or her own use or that of another person without reasonable efforts to notify the true owner.
So, our advice is don't do it again -- you might not be so lucky next time. Also, bear in mind that just as it is with a store, bar, or restaurant cash register: If money is missing at the end of the shift, someone will be held responsible for this and will most likely have to replace the missing funds out of their own pocket and/or risk losing their job.
