Note on New Mexico: Do NOT open carry in ANY establishment that has alcohol -- including gas stations and convenient stores. You can only carry concealed in establishments that have alcohol for off premises consumption (wal-marts, gas stations, etc.) and you must have a valid permit recognized in NM.
I have had experience in Laughlin casinos, not LV. Signage may or may not be posted but the casinos on both strips are known to not allow firearms. However, you may get lucky and security may not bother you. If there is signage however, heed it. Security actually thanked me for carrying since they don't have any ability to protect themselves -- they only told me to put it away because a CA dimwit ratted on me while I was OCing in a casino restaurant. If there is no signage I would simply keep the firearm in your hotel room. Carry on the street is NV state law obviously. I would post this in the Nevada sub forum. I strongly advise not carrying while gambling.
I am not a lawyer. The Nevada sub forum has a good pamphlet about what is legal in regards to carry in Nevada.