The Church of Jesus Christ of Latter-day Saints (Mormons) are opposed to gambling. From their official website:
The Church of Jesus Christ of Latter-day Saints is opposed to gambling, including lotteries sponsored by governments. Church leaders have encouraged Church members to join with others in opposing the legalization and government sponsorship of any form of gambling.
Gambling is motivated by a desire to get something for nothing. This desire is spiritually destructive. It leads participants away from the Savior's teachings of love and service and toward the selfishness of the adversary. It undermines the virtues of work and thrift and the desire to give honest effort in all we do.
This answer also states that the LDS Church will not accept monetary donations earned from gambling (although unfortunately that part is unsourced).
This question is inspired by Ken Jennings, who had a 75 game winning streak on Jeopardy! in 2004, and professes to be Mormon.