I imagine the various laws that forbid online gambling apply to Bitcoins as well.
At the present time, I can't imagine gambling with BTC being any more of an illegal activity than gambling with digital fecal matter. Neither is currently recognized by any authority as having any value no matter what was paid for it. Government tightly regulates both the analog versions of each in the form of waste water and currency control. Gambling with paper currency or analog feces could be asking for the bathroom door to be kicked in by the men in black.
Once (If) the fiat overseers accept BTC based businesses into their regulated fold, BTC gambling will likely come under some scrutiny. Until that day comes, gamble away your hard won crypto-currency until your eyes bleed or your wallet is empty.
I like the idea of using Bitcoin for poker. I'm sure any poker players that had funds seized (euphemism for stolen) during one of the US government's raids of Neteller's accounts would agree. Imagine those tens of millions of dollars of fiat being locked away as BTC offline in an Armory like device. I know at least one fish's 200x World Series of Poker vacation would have been much more exciting. Imagine if BTC were the online poker device of choice during the online poker boom a few years back.
Most lotto games are restricted to being state run no matter the stakes. I'd steer clear of the numbers games in order to avoid the long arm of Uncle Sam in the US. The only entity allowed to separate a fool from her money in such a way doesn't take too kindly to competition.
I am PWI and I like poker. I do not like regulation and legislation of moral matters.