If you have an Arizona concealed carry license you are good to go. I don't OC so I am not sure about that. Nevada acccepts Arizona now as of july 2011. Just remember the places off limits. Nevada has some quirks, but only of you move there. They require you to actually qualify with the hand gun you will carry in order to get a CCW - GOOD. Las Vegas requires you to register your handgun within 60 days - VERY, VERY BAD! Good luck!
License builder: http://www.handgunlaw.us/LicMaps/ccwmap.php
Here are the Rules for Nevada: http://www.handgunlaw.us/states/nevada.pdf