Nickname for Cheektowaga, NY which is located just east of Buffalo, NY.
The name Cheektavegas originated due to the large Polish population living in the area. Cheektowaga pronounced with a Polish accent sounds very similar to 'Cheektavega'. Adding the 's' at the end was a natural progression once people realized what it sounded like.
Contrary to popular belief, Cheektavegas did not come about because of the recent gambling boom in the area. Cheektavegas predates the local casinos by at least 15 years, if not more.