Federal law dictates that upon re-entry you must declare money ($10k or more) whether it be in the form of cash or any type of check. If you go through customs with this amount on you and do not declare it, you can and will be arrested. When you do declare it, you are given an IRS form and your personal information along with dollar amount and how and where it was obtained goes into a database. Custom uses this information to track any future declarations and to determine whether or not you are on the up and up.
Word of advice, if you do declare and are given the IRS form, you better claim it on your taxes as your profile has been red flagged to look for that amount.
I have never had a cruise ship give me a W-2 or 1099 for my winnings. Normally I wire $15-20k ahead of time into my account and take markers along the way. If I end up with more than $10k upon leaving, I ask the casino to mail me a check.