Hi all ! New poster here. I was at the yesterday's show at the Borgata as well as at the MSG show in NYC in May. The shows were basically identical - same setlist as far as I remember.
As far as cameras at the Borgata - they don't search the bags but they have the toughest security I've ever seen at a concert. They were busting people left and right. First offense - they only gave you a warning. But I heard from someone who was outside that they kicked out one woman (probably second offense) and she was pleading with the security guard to let her back in, since she paid $500/ticket. So, film at your own risk.
That said, I did film one song from Borgata and a lot of songs from the MSG. You can check them out on YouTube under Broadway333 user ID.
Whoever is going on Saturday, you are in for a treat !