Stock-Based Employee Compensation - Black-Scholes Option-Pricing Model Weighted Average Assumptions (Detail)	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
LVSC 2004 Plan [Member]
Black-Scholes option-pricing model, weighted average assumptions
Weighted average volatility	95.20%	94.40%	89.20%
Expected term (in years)	5 years 6 months	6 years 3 months 18 days	5 years 4 months 24 days
Risk-free rate	1.10%	2.70%	2.90%
Expected dividends	1.90%
SCL Equity Plan [Member]
Black-Scholes option-pricing model, weighted average assumptions
Weighted average volatility	70.00%	69.20%	73.50%
Expected term (in years)	6 years 2 months 12 days	6 years 3 months 18 days	6 years 2 months 12 days
Risk-free rate	0.50%	1.30%	1.90%
Expected dividends	4.00%