Caesars Palace is a AAA Four Diamond luxury hotel and casino in Paradise, Nevada, United States. The hotel is situated on the west side of the Las Vegas Strip between Bellagio and The Mirage. It is one of Las Vegas's largest and best known landmarks.
Scenes take place inside the casino and at the pool.
(source http://sopranos-locations.com, Wikipedia)
The story of New Jersey-based Italian-American mobster Tony Soprano and the difficulties he faces as he tries to balance the conflicting requirements of his home life and the criminal organization he heads. Those difficulties are often highlighted through his ongoing professional relationship with psychiatrist Jennifer Melfi. The show features Tony's family members and Mafia associates in prominent roles and story arcs, most notably his wife Carmela and his cousin and protégé Christopher Moltisanti.