This is sort of a general question, so to simplify I'll pick a specific example: SatoshiDice.com

SatoshiDice itself

does not list their location.

DNS

A whois lookup shows that they host their DNS with a company called Public Domain Registry. Using their whois lookup shows that the domain name is registered to privacyprotect.org

Jurisdictions

Public Domain Registry: Beaverton, Oregon, United States

Privacy Protect: Claim an address in Austrailia, but also have a telephone number that begins with Denmark's country code.

Hosting

Their IP address resolves to 54.247.163.243, which is part of a /16 allocated to Amazon, and reverse DNS shows that it is part of their elastic compute cloud. The ARIN/amazon.com whois/amazonaws.com whois all have mailing addresses in Seattle. However, the servers are not located in seattle. A traceroute shows that this ec2 server is hosted in their eu-west-1 region. (i.e. Ireland)

Jurisdictions

Amazon: Seattle, Washington, United States

Amazon's servers: Dublin, Ireland

Conclusion

Maybe. What I know about international law could fill a thimble. But if you wanted to shut them down, there are a lot of jurisdictions that you could attack them in.