Danito, it wouldn't have been as difficult as you think:

Atlantic City has a good-sized airport. And there's lots of helicopter traffic to ferry high rollers in from Philadelphia, New York and Washington DC. Given the money/crime orientation of the casino business, it wouldn't be difficult to bribe a 'coptor pilot to carry the gunman or men over the hotel. And, until they started shooting, the 'coptor wouldn't have attracted much attention if the hotel had a helipad. The pilot then could have set down almost anywhere outside the city (plenty of open land around) and let the gunmen off. They might even have killed him upon exiting, just to cover their tracks.