Any scandalous activities that happen when one travels in a group are not to be discussed with other people afterward. The phrase alludes to Las Vegas, Nevada, a popular vacation destination with a reputation as a city of hedonism (due to its casinos and clubs). The phrase can also be used simply to emphasize that something needs to be kept secret. Primarily heard in US. A: "Guys, please don't tell my wife what happened while we were on vacation." B: "Sure, man—what happens in Vegas stays in Vegas!" I really want this party to be a surprise, so please don't share the details we discussed here with anyone else—what happens in Vegas stays in Vegas, OK?