Big Winner, Sierra Madre

Big Winner, Sierra Madre is an unmarked quest in Fallout: New Vegas.

Quick walkthrough
You need to play the games that the casino has to offer (Blackjack, Slots and Roulette) until you are banned from gambling in the casino. You can be banned by winning too many games and getting too much money from the casino. During this process, you will be recieving three different prizes from the casino. Each prize will be given after you win a certain amount of money while gambling. These prizes are usually given by the Table Manager of the casino.

Detailed walkthrough
Before you manage to start gambling in the casino, you will need to re-open it. You can re-open it by disabling the security holograms and by activating the dealer holograms. As you win the games in the casino you will receive the following rewards, collected from the casino cashier:

After winning 10,000+ chips, you will be banned from playing games in the Sierra Madre casino. You can still use its other functions, like the bar, but you cannot gamble on its tables anymore. This ban is permanent.
 * 2,500+ chips: One wine and one scotch
 * 5,000+ chips: Pre-war parkstroller outfit and a pre-war hat
 * 7,500+ chips: Complimentary voucher