Stock-Based Employee Compensation - Black-Scholes Option-Pricing Model Weighted Average Assumptions (Detail)	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
LVSC 2004 Plan [Member]
Black-Scholes option-pricing model, weighted average assumptions
Weighted average volatility	94.80%	95.20%	94.80%	95.20%
Expected term (in years)	5 years 6 months	5 years 3 months 18 days	5 years 6 months	5 years 4 months 24 days
Risk-free rate	1.30%	1.10%	1.20%	1.10%
Expected dividends	2.50%	1.80%	2.50%	1.80%
SCL Equity Plan [Member]
Black-Scholes option-pricing model, weighted average assumptions
Weighted average volatility	68.10%	70.20%	68.20%	70.30%
Expected term (in years)	6 years 3 months 18 days	6 years 3 months 18 days	6 years 3 months 18 days	6 years 2 months 12 days
Risk-free rate	0.40%	0.50%	0.40%	0.60%
Expected dividends	3.30%	4.20%	3.40%	4.10%