I've been playing the slots a lot for weapons, but I've noticed that after level 30 I haven't been getting any guns above level 30. Before this, most of the time the guns were at my level. Is this supposed to happen?
If you're on the first playthrough (Normal Mode), then there is a level cap at level 30, for both enemies and loot. This includes slot machine rewards. See What factors determine enemy levels or: How do enemy levels scale to the player character's? - for more info.
You might want to play on True Vault Hunter Mode (second playthrough) to get slot machine rewards that are scaled to your level.