Stock-Based Employee Compensation - Black-Scholes Option-Pricing Model Weighted Average Assumptions (Detail)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
LVSC 2004 Plan [Member]
Black-Scholes option-pricing model, weighted average assumptions
Weighted average volatility	56.50%	94.80%	95.20%
Expected term (in years)	6 years 0 months	5 years 6 months	5 years 6 months
Risk-free rate	1.70%	1.30%	1.10%
Expected dividends	4.60%	2.50%	1.90%
SCL Equity Plan [Member]
Black-Scholes option-pricing model, weighted average assumptions
Weighted average volatility	65.10%	67.70%	70.00%
Expected term (in years)	6 years 3 months 18 days	6 years 3 months 18 days	6 years 2 months 18 days
Risk-free rate	1.30%	0.70%	0.50%
Expected dividends	3.00%	3.10%	4.00%