It’s hard to get this information too far in advance. Filming locations are firmed up and made public knowledge only once the relevant permits have been issued, and this often takes place close to the shooting date.
The best way to get a heads-up is to check Carol Cling’s "Shooting Stars" column, which appears in the Las Vegas Review-Journal every Monday. Carol is in contact with all the permitting authorities in town and each week she lists various film shoots and when and where they’re due to occur. It’s not always a complete list: Carol told us that shoots on private property don’t need to obtain permits from public agencies, so she doesn’t always find out about those ahead of time. But her column is still the best source for location information (the Nevada Film Commission itself directed us there when we posed this question to them).
Sometimes you'll just happen upon some filming going on in a casino (Travel Channel, for example, is a regular in town). In these cases the property usually alerts patrons by posting signs around the shooting venue. Be aware that your presence in those areas constitutes permission to film you if you happen to get into a crowd scene.
You can check Carol’s latest (and some previous columns) online at www.reviewjournal.com/columnists/cling.html#stars or by purchasing a copy of Monday’s R-J, if you’re in town.
Of course, as the question "supposedly" suggests, many films and shows that are set in Vegas are primarily shot on sound stages elsewhere, because this offers a much more controlled environment that can be specifically tailored to the script's requirements (which often defy reality). One of the most famous recent examples is NBC's "Las Vegas," which everyone assumes was filmed at Mandalay Bay, but in fact rarely shot in Las Vegas. Likewise the much-vaunted season finale of "CSI," directed by Quentin Tarantino and principally filmed in the Santa Clarita Studios in California, was supplemented by only about a day's actual location filming in Las Vegas.
