I don't think a site exists that names every single casino but these were very interesting.

Closed Nevada casinos

http://www.metacrawler.com/info.metac/search/web/closed%2Bnevada%2Bcasinos

Listings by casino name, who owned them and what replaced them

http://library.nevada.edu/arch/casinosbyname.html#m

Google search

http://www.google.com/search?hl=en&lr=&ie=ISO-8859-1&q=downtown+las+vegas+history

My personal favorite (shows how downtown was developed)

http://www.library.unlv.edu/early_las_vegas/