There is actually a quilting tour bus tour.
http://www.quilttoursoflasvegas.com/index.htm
It seems expensive to me, however cheaper then five minutes at a slot machine. Plus these shops are miles apart and not that easy to find so it might be worth it for a tourist. The shops in Vegas are all very different.
Quiltique is in Henderson, but probably worth a visit. They are a Bernina dealer but mostly a huge fabric shop. They have most everything new and the shop is quite light and open.
Also in Henderson, but downtown is Sew Obsessed. Her shop is really new, but she has beautiful stuff, and is so sweet. Very friendly store.
https://www.thewiseagent.com/news/?newsid=22167
Then there is Fabric Boutique on Charleston, which has been mentioned. Also a very nice and very big shop. Great specials there most of the time. Not much info on their website, but a great shop.
http://www.fabricboutique.com/wp/?p=342
My favorite shop is a little one called The Christmas Goose. I always find what I need there. The space is small but packed with beautiful things and the best place for inspiration or shopping. They are also super friendly there.
http://www.christmasgoose.com/
The last one that I know about, is Fiddlesticks. It is out in Boulder City. Very nice shop with lots of fun things. I have only been there once, but I found lots of stuff, of course.
http://www.fiddlesticksquilts.com/
Well, hope that helps.