Mashantucket Pequot Indian Reservation, Connecticut: With hundreds of millions of dollars in annual profit flowing in from their gambling business, the Mashantucket Pequots first floated the idea of building a large amusement park. But those plans were shot down by neighbors already unhappy with the huge Foxwoods casino in their midst. The tribe then bought into a ferry-building business in hopes of diversifying its holdings, but that only provided a costly lesson, said Michael Thomas, the tribe's chairman.