Okay, so my understanding is you want to elimate several domains, but want to use the tactic of leaving up one page domains rather than using redirects. Then, your single gamblingforum domain will have all the content from all your other existing domains.
In general, this is a good idea, and a single text link to the gambling forum… or two links, one to the gambling forum, one to a blackhawk-specific (for example, from the blackhawk domain) page on the gambling forum. Eventually the old domains will fade away and you can take them offline.
In my view, considering your situation, making one larger domain is a much better idea. You can easily make city-specific directories/pages on the bigger domain, and then link to all the pages however you want.
The main negative I see for you is you will lose your Dmoz and Yahoo Directory listings for the soon-to-be-one-page old domains. This will lower the total amount of pagerank under your personal control, but that pagerank now is dispersed onto domains that (it appears) don’t make much financial sense to you, so you wouldn’t be losing anything that is of practical value to you now.
If you don’t want to lose these directory listings, do not make this change.
Bigger domains are better. Dividing up content onto many domains is so 2002. This is especially true since the focus of your domains is so similar and easily related.
Disclaimer: I believe in doing things “right” and not halfway. If you don’t want to maintain these domains, then don’t try and have them linger forever in a sort of half-assed state. I’d put up simple links to one or two pages saying the content has been moved to new locations… get what links you can moved to the new target URLs… take the domains offline in four to six months and be done with it.