It all depends on the country where you live. Actually almost every government would love to let you do online gambling, but they hate the fact that online casinos don’t pay them taxes, most of them being offshore and uncontrollable.
Now let’s see how the most important countries deal with online gambling:
Australia – It’s not illegal for a person to play casino games online but it is specifically illegal for any company or website to offer online gambling services to Australians. This means you can simply choose an online casino from Malta and play safely.
India – Banned in state of Maharashtra, ok in the rest.
Russia – Online gambling is strictly prohibited.
USA – You can gamble online but it will be hard to fund your account as banks are prohibited to process online gambling transactions. Some states have anti-online-gambling laws, so check your local legislation first. [details]
France – In 2010 France’s National Assembly has voted in favour of legalizing online gambling.
Germany – The German Interstate Treaty on gaming (January 1, 2008), banned all forms of online gaming and betting in the country.
Italy – Yes, online gambling is legal.
UK – Yes.
Rest of EU – Yes.