Bigplayer makes an interesting point about how you can buy in for $9990 at the tables but they will get whiney if you try to cash out for small amounts at the window. I've seen places where they operated like this and you have to be cognizant of the sort of action that where you are playing is used to. Apparently some casinos have difficulty fathoming the concept of players walking up to the window with chips... A weird event that they're not very used to? Legally speaking... Will a refusal to show ID at the cashier's window result in an arrest? If you state, "It's not like they asked me for any ID when I was buying these chips, so why are you asking me for ID now, unless I have commited a crime?"

If this doesn't work then you have no choice but to use the "Jesus strategy" in which you begin sobbing and blurt out things like, "I KNEW it was a crime against Jesus to be partaking in the evils of gambling" and "Will the Lord please forgive me for coming to this den of evil in which the Devil's minions can lay claim to me" between sobbing bouts, saying all of this loudly enough to be overheard by those nearby. Inform them, "I will not cooperate with those in union with the Devil! May I be allowed to go to my car for my bible that I may rise above the vileness of sin...."

There is also the "Molly Wilkerson strategy"... but that one is a bit more complicated...