But as I understand it, it was the cities and counties that issued the licenses back in the 1930's and 1940's.

The Northern Club got the first license in Las Vegas. According to Fuller's Index Plus, the Northern opened on March 20, 1931 (also according to a certain website referred to in another post in this thread.... )

The Owl Club got the first license in Reno. According to Fuller's Index Plus, the Owl Club opened on March 26, 1931 (the website that I mentioned hasn't gone beyond downtown Las Vegas...yet! )