According to me depending on one of the state, because it is not all of the country gambling on legal right in the form of anything included in my country that did not allow gambling because gambling on my country is one of a criminal act
Once bitcoin is legalized in a specific country, it can be used as a currency if only the retailers accept it as a mode of payment. To open a casino or gambling website, you will need license from the proper authorities and when that is done, its completely legal.
To create your own bitcoin gambling site, you need all these formalities but to play gambling with using bitcoins, I think it is not required. Many countries bitcoin is not a legal currency, but you can see people are playing gambling with bitcoin freely. Suppose if your governament ban bitcoin gambling sites with using VPN you can access any website.