Watch Bombuj. Set in the fictional town of Roulettenburg in the mid-19th Century, 'The Gambler' is a four-act opera that displays the dramatic highs and lows involved in the game of chance. At the centre of the story is Alexei, who is in love with The General s step-daughter, Pauline. All of the characters fall victim to the temptation of gambling, each one consumed by the obsession and greed that drives them.