First point: I would NEVER recommend that anyone refuse to identify himself upon initiating a cash transaction of $10,000 or more, or give false identification in such circumstances. That would be foolish and asking for trouble. I hope that anyone who reads this site is well-informed enough to know that a cash transaction of $10,000 or more will require a CTR, and will not put himself in the position of initiating one unless he intends to comply with the law.
Second point: This is, I believe, the situation that tthree was talking about. A casino may submit a suspicious activity report (SAR) concerning a patron who makes a cash transaction of less than $10,000. You have no legal obligation to identify yourself in order to make a transaction of less than $10,000. If you make or attempt such a transaction, and do not show identification, the casino might take your picture, and might attach it to an SAR. But do you really think that the government is routinely going to pore through thousands of SARs, attempting to match photos to names? I very much doubt it. And if there's some government employee who has nothing better to do, have at it. No harm. To repeat, for the honest AP, the purpose of keeping identification out of the hands of casinos is not to deny the government information (translation--evade taxes), but to deny the casinos the means to keep track of his play, to evaluate him, to have a basis for backing him off or barring him, and to disseminate information about him to other casinos.