How do I get a Casino Tax Refund when I live in the UK.? Someone said I was exempt from tax but they still ded

If you didn't have a valid ITIN and proof you were from the UK, you couldn't give the casino enough of a reason not to withhold 30%.

However, the US/UK tax treaty *does* exempt you.
So...fill out a 1040NR with tax rate of 0% (use page 4), put down the withholding, attach the 1042-s form showing ghe withholding, attach a W-7, attach documentation and send it in to the ITIN unit. It will take 6 months to process, but you will get your money back, will get the ITIN number and if you ever gamble in the US again, you can fill out a W-8BEN, claiming treaty exemption from withholding.

Tax Treaties
Gambling income of residents (as defined by treaty) of the following foreign countries is not taxable by the United States: Austria, Czech Republic, Denmark, Finland, France, Germany, Hungary, Ireland, Italy, Japan, Latvia, Lithuania, Luxembourg, Netherlands, Russian Federation, Slovak Republic, Slovenia, South Africa, Spain, Sweden, Tunisia, Turkey, Ukraine, and the United Kingdom.

If you won the money in the states, some is withheld by the U.S. IRS towards U.S. tax. But depending upon tax treaties with other countries, the tax may be limited or your might have some deduction from the tax due on that money in your own country.

For example when I get distributions (dividends) from a Canadian trust, Canada withholds 15% towards tax, and I cannot get that back from Canada, but I can deduct that (foreign tax credit) from my U.S. taxes (unless it is in a retirement account, in which case I get no deduction for Canadian tax).