Malta, UK and Cyprus are not anti-gambling, so I would find a bank I one of these countries
Malta: Bank of Valletta – HSBC Malta
I don’t have any experience with banks in UK or Cyprus.
I also found this site on google:
caymanbankingservices.com
We offer a full range of offshore banking services, Cayman Bank Account, Swiss Bank Account, Bahamas Bank Account, Liechtenstein Bank Account, Luxembourg Bank Account, Monaco Bank Account, Gibraltar Bank Account, Jersey Bank Account, Guernsey Bank Account, Isle of Man Bank Account, Dubai Bank Account. We also offer for the same tax havens, wealth management, asset protection trust, portfolio management, tax consultations, prenuptual agreement advice. Any individual or business in most countries can open and operate a bank account outside their own country which can have major benefits in terms of asset protection and tax relief.