"I've tried to get casinos to withhold tax from my slot winnings in several cases because withheld funds are treated as spread over the entire tax year. May save you some penalties if you hit a big one near the end of the year. Only one agreed to do so, and would not do it when I asked again a few weeks later. Their systems are just not set up to do it, and it seems to be a real hassle. The law says they have to if you ask, but I've never pushed it."

In my little corner of the world..... If we are talking Federal withholding - it is optional, in most cases it is held at 25% rate. With Federal we will withhold even more if you request it - I have had a few people request that over the years. In my state we have to withhold 5% for the state.