Oh yeah I totally forgot about that, I was there last April and the alcohol made me forget about it.I don't know of any casino that currently has one. However, Mickie Finzz bar on Fremont Street has one (in the same building as Hennesseys and across from the Heart Attack Grill). I've won on it several times! You can see a pic of it in the gallery on their website. http://www.mickiefinnzlasvegas.com/gallery.html
Honestly, I would have thought you were kidding if there wasn't a damn picture. I lol'ed (I laughed because its probably the most absurd batshit-crazy idea for a crane game I've ever seen, I feel bad for the lobster's situation)
http://www.gourmet.com/magazine/2000s/2004/08/consider_the_lobsterd996.html?printable=true
^ Consider The Lobster, by David Foster Wallace (long read, like all David Foster Wallace writings)