Call a lawyer
If was in a situation where I had to flee for my own safety from a casino, my first call when I got away from the place would be to an attorney. Alarming and threatening you to the point where you run is a tort in itself. This is serious stuff; when something like that happens in a legitimate establishment these days chances are somebody was violating company policy and his training and is probably mentally unstable.
If that's the case, the last thing you want to do is ever go back to that casino, especially if you have a potential lawsuit. Being seen in there after you have this experience would ruin your case. You'll have to send somebody else in with the cheques if you can't play them at some other place in town.
In terms of self-defense, I'm about halfway between a linebacker and an offensive linesman, not fast enough to outrun anyone but I'm pretty good with my hands. However the last thing I'd ever want to do is get into a fight in a casino. Because I'll just end up in court with the guy I threw into the slot machines, and the prosecutor will stand us next to one another and ask the jury if they think what I did was sporting. So I'd be happy to just start a slow jog to the door. Chances are no one would volunteer to try to stop me but if they do it will create a scene few will forget. Then I take my dive and collect my big payout.
You might want to consider calling an ambulance chaser in the state where this happened. Tell him you were frightened and humiliated in a casino where you play often and you want to know what your options are. He'll tell you how to prepare and how to protect yourself if something like this ever happens again.
