I believe that this can be done in any 2 markets.

You can figure out markets by going to caesars.com and scrolling through the list in the "Book a Room" section on the front page. Anything listed in the "Other" section is its own market, and the other markets are clearly defined.

For example:

Horseshoe Cleveland and Horseshoe Cincinnati are listed under "Ohio Market", so that's the same market.

Harrah's Laughlin is listed under "Other", and the Vegas properties are all listed under "Las Vegas", so those are two different markets.

I will say that sometimes you can still get them to make simultaneous/double-dipped hotel reservations even in the same market. For example, I once had a room at Harrah's Gulf Coast and Harrah's New Orleans at the same time, and those are in the same market. I wasn't using any offers in this case, but rather just wanted to spend a night in Biloxi and didn't want to check out of my New Orleans room yet.

You need a host to make the second reservation, though. The CCS won't let you, as their computer will show you already booked at the first hotel.