I have always been interested in this too.
SwC uses
www.voxility.com although they don't offer small VPS options.
AFAIK, JD used Amazon AWS in Ireland.
Most use at least CloudFlare which could hide the hosting provider for most people (for example primedice.com uses that.)
At least don't use anything in USA
There are also other threads on this forum if you search on "site:bitcointalk.org vps gambling" or something like that.
Be aware that there are some VPS providers that accepts Bitcoin as payment and gambling sites, but personally I have trust issues for them. I assume that a VPS provider can see the source of your website and if they know a lot about Bitcoin and Gambling sites, it just feels like they are more likely to have a good look at your source/server seeds etc. I am not sure if there has been a Bitcoin site that has been "hacked" by the hosting provider or something like that. But it feels more risky to me.