Hi Tina, here's the thing, in order for it to work both people have to want it to work, you alone cannot change things. You cannot help him with his problems either, all you can do is support him through them while he works on them, but to do this he has to want to change.
Allowing him to do what he is doing though is not support, support begins when he admits he has a problem and take steps to fix it. He cannot be pushed or nagged to that point, he must arrive at that point by himself. The loving thing to do right now is to remove the support that is allowing him to remain in his current habits(tough love if you like).
I can't really tell you what to do but here is how I would feel in your situation.
To me it's simple really, if you have a family you get a job, even if it's at McDonalds for the time being while you look for a better one. Staying at home doing nothing, playing video games and gambling is completely unacceptable behavior. By not taking action to stop that, in a sense you are condoning it. As far as he goes I don't care how sorry he feels for himself or how down on his luck he is, if you have a wife and kids, man up and do what needs to be done to provide.
Bottom line is that is what a husband does, if he's not doing that you don't have a husband to leave you have a live in freeloader, your husbands already gone.
I know this might sound harsh but that's the reality. I wouldn't give up him yet but I would certainly start a different course of action with him. You have to let him know that this is not acceptable, what would be acceptable and the consequences of him not doing it.
Best of luck with your situation and I hope it works out.