The rapid digitization of sports gambling has transformed a once location-bound activity into an always-on mobile ecosystem powered by personalization algorithms, real-time betting, and frictionless payments. These features expand access and enjoyment but may also intensify risky behavior through constant exposure and tailored incentives. Leveraging the staggered legalization of retail and online gambling across states, we assemble a novel panel linking betting activity with helpline calls, financial distress, and crime. Our findings reveal that online legalization substantially increases indicators of problem gambling and associated financial distress, while retail legalization has smaller effects. These impacts are amplified in populations characterized by economic vulnerability or lower household stability. Overall, the welfare costs of gambling appear disproportionately concentrated in the digital channel, where constant accessibility and reduced frictions may push engagement beyond traditional constraints.