It does not exist. There is no casino in Rochester. (Thank goodness!) However, bringing one to the area has been a popular idea in recent times and you will hear mention of it often in local media.
While the general idea has been well received and supported, the specifics of the last given proposal were not without flaws. In particular, the proposed site for the casino attracted controversy. The property, the Sibley Building, is owned by Rochwil, which is essentially the Wilmorite coporation for all purposes but taxes and liability. This is significant, as the city is owned several million dollars in taxes by Rochwil for that property.
By transferring the land's title to a reservation, a necessary step in bringing a casino to the city, all back taxes on the property would be forgiven. Notes: Casino development plans estimate 70-80% of casino visitors would be Rochester locals. Most of the profit would go to the American Indian tribe who own the land, with New York State getting a kickback for selling the land to the tribe. This is odd, considering that tribal lands are cosidered foreign entities, and should be dealt with by Federal bodies.