For most of her life, Kim McGuinness was no more than a casual gambler, taking occasional trips with her husband to Atlantic City. But after he died, Ms. McGuinness says her pattern changed dramatically. Suddenly, she was hitting the slot machines hard, often betting through the night.

"I was lonely," says the 56-year-old New Yorker, who says in two years she gambled away more than $1 million, losing all of her husband's life insurance and most of their 401(k) funds.

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