For Las Vegas history (not memorabilia), try this multi-page website:
http://john-uk.com/LasVegasHistory/LVHISTORY.html

For memorabilia, there's the MOGH site on chipguide.com (mostly chips, but some other stuff too).

For books, scan the offerings here --
http://www.gamblersbookclub.com/Category/134-Las_vegas___nevada

If you're doing more serious research, UNLV has a Special Collections area for gaming. To start, go to --
http://library.nevada.edu/speccol/gaming/index.html

Much more out there too, but these are a start.