I lived in Vegas for a few years.
The Train Engineer is mostly Lionel and is near the airport in the front office area of a storage unit complex. Great selection but his prices were always highhhhh.
West Side trains was my go-to shop - not as much 3 rail product as the above, but certainly a good selection. 2960 S Durango Dr #117, Las Vegas, NV 89117
There's the Train Exchange on the east side of town, but not worth the trip imho.
And that's it. Nothing beyond those.