If you bet enough to worry about this, I would guess you could use markers. Ask the pit boss to rate your play (for comps.) You would then be in their computer system. You might be able to get a copy from the casino.
If you play anonymously, just cash your chips and leave. They never ask for your name.
Thanks. The casino that I use does not rate play on the poker tables. I know, that sounds very odd, but it is true.....Anyway, I usually am not worreid about it due to the fact that I do just cash the chips and walk away. However, I am considering entering their tournaments and they can get up to $10K in prizes. If I happen to get lucky enough, and play well enough to win those, I would hate to lose half of it to the tax man....
Do you know how tourny winnings are usually handled?