If you win more than $5,000, then you are required to pay taxes. When you provide them with your social security number, casinos will withhold 25%, as mandated by the government. However, if you refuse, they will withhold 28%. This is for the federal income tax.
On the other hand, for the state tax, you are responsible for reporting it, with your winnings subject to a mandated state tax rate of 4.25%. But, if your winnings are less than $5,000, then you are exempt from taxes.