The Black Millennium is one of three casinos owned by Millennium Alexander Black (the other two being the Black Colossus and the Black Star). This casino is themed around the year 2000. Everything inside it looks like Windows 98, with late 90s/early 2000 music playing constantly.
The penthouse contains lots of LCD screens which can be programmed to show sunsets, bookshelves, or landscapes. Millennium Alexander Black meets the Graysand Paranormal team in this penthouse at the start of The Cost of Greed.