It’s one of those insider Vegas tricks that’s actually right in front of your face in big letters: If you’re talking about the hotel casino that Evel Knievel made famous and The Hangover reminded us of, you never use an apostrophe. It’s Caesars, not Caesar’s Palace.
Some Vegas gaffes are hard to live down, like splitting tens at a crowded blackjack table. Inserting an apostrophe into “Caesar’s” Palace isn’t as obvious because you can’t hear it. It’s only when you have to write it down that you risk tipping your hand as someone who doesn’t know as much about Las Vegas as they should.