This paper presents the findings of a systematic search undertaken for the period January 1990 to June 2011 of references including original, empirical findings of the relationship between accessibility of electronic gaming machines and rates of gambling involvement, problem gambling, or gambling-related treatment seeking. Titles and abstracts of 2156 references were reviewed, yielding 39 references meeting inclusion criteria. The review has revealed that the relationships between the physical accessibility dimensions of proximity and density and gambling involvement and problem gambling are complex. Research is only beginning to elucidate these dimensions, and many questions and methodological challenges remain to be addressed. The strengths, limitations, and gaps in the literature are discussed, and recommendations are made for future research.