Harrah’s Cherokee Valley River is the closest casino to Atlanta Harrah’s Cherokee Valley River Casino The closest casino to Atlanta (including cruises), is Harrah’s Cherokee Valley River Casino in tiny Murphy, North Carolina. But for now, that’s still just talk, and therefore Atlantans who want to satisfy their gambling itch have to either go on a casino cruise, or drive out of state. There is yearly talk around the Georgia State Legislature about introducing a voter referendum allowing a limited number of casinos. Although there are some that are close and within fairly easy driving range, there are not, currently, any casinos in Atlanta, nor any other part of Georgia.