Macau, the world’s gambling capital, is becoming more intertwined with a Chinese neighbor — one person, train and building at a time.

A former Portuguese colony, Macau was reclaimed 25 years ago by China and declared a special administrative zone, part of the mainland but with some independence. Beijing agreed to mostly keep its hands off the 12-square-mile territory.

Like nearby Hong Kong, Macau would be part of China but free to govern itself and run its economy without interference from Beijing. It quickly rose to become the world’s most lucrative gambling destination, drawing big American casinos like Wynn and Sands and catering to mostly Chinese tourists.

Now China’s political experiment in Macau is undergoing another transition. China’s leader, Xi Jinping, who visited Macau this week to mark the anniversary of the territory’s “return to the motherland,” wants Macau to operate less independently of mainland China. In Mr. Xi’s vision, Macau will wean itself off an economic reliance on gambling and play a role in boosting China’s own lagging consumer economy.

At the heart of this new push is Hengqin, a Chinese island separated from Macau by a river.