The exception would be horse racing, which legally can be bet online in 22 states. In many cases the online bets are comingled with actual on-track pools. That is especially significant for Hong Kong racing which is well regulated and has the largest betting pools in the world, something like 10 times bigger than Southern California. (In other words, you can potentially make a really BIG bet.)
Of course this only applies if you want to bet on horses—not if you want to run your own gambling site. The horse race sites I know about are based in Oregon, but Florida allows its residents to setup accounts on those sites.
Also in 2013 poker and casino games were introduced in a few states but I’m less familiar with the details on that.

