Moapa reservation gas station/store, North of Las Vegas (on the way to Valley of Fire) had loads of fireworks. I don't recall any road name, but it's the one that goes to Overton Beach and it's just off the exit on I-15.

If anyone goes that far, you might as well take in the sites at Valley of Fire. Petroglyphs, petrified rock, formations, and a self guided hiking tour.