Located in Harrah's. First, let me just get this out of the way. I take great exception to the name of this place. The KGB was a brutal and ruthless apparatus of the Soviet Union (I mean you wouldn't name your restaurant 'Gestapo' would you?) I am also sure that chef Simon Kerry would have lasted all of two seconds under an actual KGB interrogation giving up his burger recipe before they started beating the devil out of him. All that being said and out of the way. The burgers here are very good! I do recommend this place. I had the All American Burger, it was incredibly well constructed (one of my biggest complaints is burgers that boast a ton of ingredients on the menu, and then show up uneatable because it is a pile of 'blech' in between a grease and secret sauce saturated bun.)I say put on your finest Red White and Blue, and stop by. Live it up you are in Las Vegas for cryin' out loud!