My live play is mostly in Missouri casinos, which don't issue paper until the win (slot jackpot, etc) is $2,800. I think that is based on state law, because the casino is only required to withhold state income tax. If you want federal income tax taken out, that's up to you. (The feds still get a copy of the W-2G, however.) So the $1,000 may be based on NJ law. In MO, you only get paper for a distinct event, such as a jackpot or a tournament win, not for the results of continuing play.