(covers information from several alternate timelines)
Las Vegas, also known as simply Vegas, was a city in Nevada.
Vic Fontaine's lounge bar was located in Las Vegas. (DS9: "It's Only a Paper Moon") Other hotels and casinos included Hotel Royale, Desert Inn, Sands Hotel and Dunes Hotel. (TNG: "The Royale"; DS9: "Badda-Bing, Badda-Bang")
Benjamin Sisko had no desire to visit Vic's program, because "in 1962, black people weren't welcome there," further stating, "sure they could be performers, or janitors, but customers? Never." Kasidy tried to reassure him that that may be true "in the real Vegas, but that's not how it is at Vic's." (DS9: "Badda-Bing, Badda-Bang")
According to Frankie Eyes, Bugsy Siegel was "the man that built Las Vegas," and that "he was a visionary." Eyes was disappointed that there was not "even one statue of the guy" in Vegas. (DS9: "Badda-Bing, Badda-Bang")
When Quark wanted to play the Ferengi game of tongo with Vic, Vic reminded him that they didn't play the game in Las Vegas in 1962, and therefore the program couldn't create it. (DS9: "What You Leave Behind")
Following the return to Deep Space 9, Ezri Dax suggested that she and Julian Bashir take a trip to Vegas, however Bashir suggested that perhaps they should try out his new Battle of Thermopylae program. (DS9: "What You Leave Behind")
As part of a vision quest, Tom Paris told Chakotay that word had just come in from Vegas, Mars, and Orion III that the odds were 33:1 that Kid Chaos would outpoint him and 11:1 that he'd be k.o.ed by the fifth round. (VOY: "The Fight")