Venetian/Palazzo have them in the standard rooms unless they've removed them since the last time I stayed there which was about 5 years ago.
And to that end, many if not most newer Strip hotel rooms (at least within the MGM family) have HDMI inputs so that you can connect your laptop to the TV. You can either stream Netflix/Amazon/whatever, or use your computer's optical drive (if it has one). But to answer your question, I don't think I've ever seen a DVD player in a standard room. I think I had one in an MGM suite once a few years back, but that was also pre-renovation.
Additionally, we've had success using our Chromecast at the MGM Grand on our last trip. Watching Netflix while relaxing between entertainment is awesome.
We always stay at V/P (3-4x a year), and I've never noticed them in the rooms!! I'm not saying they aren't there, I just never pay attention to it as we're not in the room much. If they really are there, maybe I'll bring a DVD next time, I normally put something I've seen before on for background/white noise to help me fall asleep. Can't believe I've never noticed (and taken advantage of) this before!!