I got to visit Las Vegas over Thanksgiving 2007. Not the Vegas you're probably thinking of though. This Las Vegas is situated in the mountains of Northern New Mexico and is filled with old west history.
My folks and I went doen for the day and I browsed the library for research on gunfghter days. We saw the building where Doc Holliday owned a saloon. We didn't get to see Doc's dentist office (Las Vegas was the last place he practiced as a dentist) but we did go by the Old Sytone Hotel. Jesse James stayed there once under the name of 'Mr. Howard.' He was looking for a place to settle when his bank robbing days ended. Billy the Kid can through the town as least once, and there's a story (probably invented) that Jesse took Billy to lunch and tried to talk him into coming back to Missouri to rob banks.
I've wanted to go there ever since I started to write stories about Mysterious Dave Mather.
Dave was a deputy in Las Vegas and his most famous adventures took place there. Sadly, the 'Close and Patterson's Variety Hall' where he fought and beat four desperate men in a gunfight is no longer in existence.
Still, it was great to walk those streets...