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Columbo was in Las Vegas in the episode, "Double Shock". Just a tidbit of possible interest to anyone who may not have realized it.

This wasn't in Vegas, but i always wondered why Columbo didn't go to the club where Mark Halperin was gambling and Hugh Caldwell was drinking the night of the murder. A whole bunch of people saw Hugh come in visibly upset and call Mark away from the table to talk to him. Plus, as people have written here, Hugh called Margaret that night, too, looking for Mark.