I know this is a bit controversial, but some casinos are looking the other way... when people are using VPNs. I know it might be legal in some instances, but you are still taking a risk by using it.
Online gambling is legal in my country, but sometimes I have to travel to a country where it is illegal. I then use a VPN to be able to access the site. This is one of the reasons why some casinos allow people to use VPNs..... but you are still taking a huge risk.
Now, the question is.... Will you still use a VPN, if it is not allowed by the ToS on the site. What will you do if they "block" your account and take your balance?
Usually reputed casinos won't lock your accounts and steal your balance for that, except if you are a good sport bettor or if you are "abusing" their bonuses and promotions or if they suspect you to have found a loophole in a game or some tricks to get an advantage over the house. In addition you shouldn't forget that in some countries it's not forbidden for the citizens to play at online casinos while authorities prohibit casinos to let their citizens play there. It means users won't break the laws if they manage to play at those casinos, and casinos won't break the law of those countries if they show they don't let their citizens to play normally there.
While using a VPN can get around geo-restrictions, doing so if it's against the site's terms of service might get complicated. Users would be helpless in the face of account suspension and funds confiscation because they are, technically speaking, at fault.
If you're wondering where casinos stand on this issue, it's true that they won't normally lock accounts without a good reason. It could raise red flags if you're an expert sports bettor or if they think you're trying to take advantage of a loophole. Nonetheless, the attention and money that players generate is what most of them care about.
However, it's important to keep in mind that using VPNs for this purpose falls into a legal limbo. Although users may not suffer legal consequences for their actions in some places, this does not make the practise any less morally ambiguous. Internet users will likely remember your every move, so proceed with caution.