They maybe making millions of dollars and the industry maybe increasing exponentially, but the average online gambling company still has to find new approaches to get around opposition from some US media properties.
Whilst online gamling is not officially 'illegal' in the US, it is still a grey area - largely because there has been no announcement either way as to its legality. However, that hasn't stopped pressure being put on media sites to ban online gambling ads on their products

MarketingSherpa.com have interviewed 3 top online gambling properties as to how they adapt their marketing in the US

Here's a summary of the three of them:

Betcris.com has a 2-pronged attack
1. PR and media mentions - find novel betting opportunities - usually including politicians and/or celebrities - and create a press release and buzz around it so it gets picked up in the news media
2. Print media - there's always some magazines that will take online gambling ads - its just a case of negotiation

BetonSports.com have 4 directions they take
1. dotnet advertising - in other words, create a .net site that only offers freeplay and you can advertise it anywhere
2. affiliate marketing - a mainstay of online gambling marketing
3. Event and sponsorship marketing - Sponsorship within sports events or just some creativity around events
4. CRM - basically segmentation of the marketplace - get the right players to the right place and once you've got the player - you've got to keep them!

Bodog.com have 3 slightly more unique approaches
1. Novel name and transparency - bodog says it all
2. Holding industry events
3. dot-net approach

Article: Guerilla Marketing Tactics of 3 Top Gambling Web Sites