This is Caesar's Palace in Las Vegas, Nevada. The Hangover, the first of the trilogy, was filmed here in 2009. The movie starred Bradley Cooper, Ed Helms, Zach Galifianakis and Heather Graham.
The suite in the movie was actually a constructed set for the movie and is based on the Forum Emperor Suite. This is not the most expensive suite at Caesar's Palace. According the hotel and casino's official website, the Nobu Villa goes for around $35,000 per night!
