Southern Nevada actually gets most of its electricity from power plants within the state: mainly from natural gas power plants owned by NV Energy adjacent to Vegas. Here's a recent Power Content Label for Southern Nevada [1]. Not much of the electricity consumed in Southern Nevada is purchased from out-of-state. Most of the natgas used in Southern Nevada's power generation comes from western Wyoming.

[1] https://www.nvenergy.com/publish/content/dam/nvenergy/bill_i...