Why do people continue to gamble when the overwhelming likelihood is that they will lose money? It is widely known that 'the house always wins' and the odds are favored against the player. Little, if any, research has been conducted on casino loyalty behavior associated with gaming winners and losers. This study examined several fundamental questions centered around why people gamble and what makes them loyal customers. Results indicated that the casino experience (especially the emotional connection) plays an important role in whether or not a customer will plan a return visit. In fact, findings of this study indicated that a favorable casino experience can reduce or eliminate the negative impact that losing money from gambling has on customer loyalty.