Not often, though some casual games sites allow it. Lawsuits in the state of Washington have challenged the legality of casual games sites – and judges have sided with the plaintiffs.
The closest you’ll get at an online casino is a no-deposit bonus or a free bonus chip. In these cases, you won’t have to deposit real money in order to get bonus cash. The house money you receive in a no-deposit bonus is real, so you’ll be able to collect real money winnings if you get lucky.