Whoever got the idea for modern casinos was a student of psychology. A random, occasional payoff is one of the biggest motivators possible. Numerous studies have been done, with people and animals, and this setup works everytime. "Hope springs eternal," and people always think that maybe the payoff will be this time, because they know that it's going to happen at some point.
Couple this with the false notions that a lot of people have about probability, like the common belief that the fourth roll of the dice has a better chance of being favorable just because the previous three have been, and the belief that bad luck will turn good, etc. Again, these beliefs SEEM to be true often enough to lure people back again and again. Combine all this, and it becomes easy to see why casinos have such widespread appeal, and why some people truly become addicted to gambling.
Having said that, there are a very few times when it is possible to beat the casinos. For one such possibility, and for a fascinating story, read "Bringing Down the House," by Ben Mezrich.