This is a "Bettor Safe," for those who lack the willpower to buy fur coats. You put a couple of hundred dollars in your pocket, lock your credit cards and extra money in the safe, leave your key in your hotel room, then play. When you win, put the winnings in the safe. When your play money is gone, stop gambling, go to your hotel room, unlock the safe and admire your winnings.
I'm still not gambling, but I admire the person who came up with this.