Player's Club is one answer.
I'm just telling you the law - I didn't say it was easy. Your
journal and your sworn testimony, if necessary, should suffice.
Journal should have date, place, contacts, amount wagered, amount
won/lost. Again, your journal would not be acceptable unless it
was obviously:
contemporaneous
complete
Other evidence would help, too. For example, air travel receipts for your Vegas trip could back up your journal entries for those specific dates. Of course, proof of your Vegas trip doesn't prove your losses, or even that you gambled at all.