Is there any place you can stay in Colorado where you can both ski and gamble

Not without driving a bit. The BlackHawk casinos are about an hour from Summit Co. (Loveland/Keystone/Breckenridge/Copper) and probably also an hour from Winter Park. Clear Creek is maybe the same distance from Monarch.

If you want both sking and gambling consider So. Lake Tahoe (Heavenly Valley).

No, if you ski at Loveland, the area nearest Central City/Blackhawk gambling, it's about a 45 minute drive (and there are no accommodations at Loveland). However, you can stay in Blackhawk, and drive to ski in the a.m.; Breckenridge and Keystone will take another 1/2 hour from Loveland, depending on traffic.

The Eldora ski area is the closest one to the casinos of Blackhawk and Central City. It is about 25 miles north of Blackhawk. Eldora isn't one of the bigger ski areas, and it's snow cover can be iffy....but it's a ski area.
Loveland is the next closest. The new Central City Parkway which meets up with I-70 just east of Idaho Springs makes this drive much, much easier than it used to be.
Depends upon what your primary intent is. Skiing?? or Gambling??
You could stay overnight at the casino hotels, ski during the day, then back to the casino hotels for evening gambling & dinner.

I far rather prefer to participate in a ski and shoot biathalon. That's enough gambling for me.

Go to Tahoe.

You can also get a little closer to Black Hawk/Central City by staying in Georgetown. Cute mountain town, less expensive lodging than Summit County, although most of the lodging is pretty basic. Really convenient for skiing at Loveland, also not too far to A-Basin. We also did Winter Park when we stayed there, although that was a little further...Breck & Keystone also within a reasonable distance.

Yeah, the gambling is better in Reno or Tahoe, but for a nice distraction for a few evenings, the trip to Black Hawk isn't bad.