The only difference in them is the difference of atmosphere. Beside this, gamblers experience ever thing same like in expensive casinos and use these casinos more than advanced ones.
The experience might not be different. I mean you used to play everything with a single click with your mouse if you use online gambling but in a land based gambling, you can experience everything. If you are playing slots for example, you could even play with your own hands and feel how thrilling it could be so they are both different