Are casino scenes actually filmed inside Vegas casinos?

I'm not talking about Ocean's Eleven specifically but ANY Vegas movie. Are the casino scenes filmed in an actual Vegas casino, or do they build a set? Does it vary by movie? What I'm getting at is how this makes sense financially. If I'm the owner of Caesars Palace (for example), I don't want to shut down even a portion of my casino because it's cost prohibitive. Movie shoots last a long time. The casino scenes could take a month or more to film. You might say the shoot is good publicity. But I'm going to make a lot more money with my tables open than from whatever "publicity" I might receive from having a movie filmed here. Not to mention a lot of people who show up to watch are gawkers, not players.

To summarize, two questions

1. Do they actually film movies inside Vegas casinos?

2. If so, how is that a moneymaker for the casino?

Thanks.