Actually, the Navajo Nation has a moral and cultural history of NOT wanting gambling venues on their lands. Of course, times they are a changing. Greed and the lure of Indian casino dough is tempting some of the younger Navajo people to abandon this taboo. Several past casino-related referendums have been almost too close to call.
Go here for an interesting article on why the Navajo have historically rejected gambling. (Warning: the article's last paragraph has a bit of the "blame-whitey" tone to it, but the legend of the Evil Gambler is intriguing.)
http://americanindian.ucr.edu/discussions/gaming/articles/ict-dine.html