I only learned yesterday after reading this article that, apparently, a good many countries have no taxes on gambling wins. The reasoning is - again, from my quick bit of reading, if someone in the know wants to correct me please do - that most people lose, and the government doesn't want to be liable to help all the people who lose heavily.
Which is great for the pros, I suppose. Here's a list of countries, which you'd have to check individually, after I searched "gambling tax free countries":
Austria
Australia
Belgium
Bulgaria
Canada
Czech Republic
Denmark
Finland
Germany
Hungary
Italy
Luxembourg
Malta
Romania
Sweden
United Kingdom
Which is great for the pros, I suppose. Here's a list of countries, which you'd have to check individually, after I searched "gambling tax free countries":