No, there is no action you can take.1) There is no legal action for emotional distress or harassment unless you can prove that it was done with the deliberate intention to cause you emotional harm--which this was not--or it was accompanied by physical harm--which it also was not. If you think about it, you can readily imagine why this is so: otherwise, everyone would be suing everyone who embarassed or mortified or otherwise caused them distress all the time, and our courts would be buried under lawsuits about hurt feelings and embarassment.2) Their action was reasonable: people do desparate things after losing big at casinos. You made a comment about slitting your throat. Say that they had not acted and you had killed yourself: if it had come out that you'd made the comment you did casino staff, your family or survivors could have sued the casino for a great deal of money by not acting in the face of a suicide threat. Once you made the "joke" you did in the context you did, they had to take action, and it was  reasonable to do so; you cannot sue someone for taking reasonable precautions.