Not many, and one less since Las Vegas Club was purchased by Derek Stevens (of the D and Golden Gate) and promptly closed. Most downtown casinos are stand-alone properties (which won’t share valuable players with their rivals) and even the majority of properties with mutual ownership do not transfer players-club points. The D and Golden Gate will honor each other's comps, but not points, for instance.
The Four Queens and Binion's Gambling Hall & Hotel, although both owned by Terry Caudill, don’t honor each other’s points simply because they’re not on the same system. (Caudill’s rejuvenation of Binion’s came up short when money ran out during the Great Recession; coordination/merging of the players clubs may have been a casualty.)
The Golden Nugget is something of a special case, being the flagship of a national chain (with outposts in Atlantic City, Laughlin, Biloxi and Lake Charles, Louisiana). You can use your points for free play – if earned in Vegas – only at the Las Vegas Golden Nugget. Comped meals, however, can be cashed in anywhere in the Golden Nugget chain.
That leaves the Boyd Gaming properties, of which there are three downtown. You can use your B Connected points at the California, Fremont, and Main Street Station – and at most other Boyd-owned casinos. Exceptions are Borgata (Atlantic City), which has its own dedicated rewards program, Eldorado Casino and Jokers Wild Casino (in Henderson), which have Prime Rewards. However, Diamond Jo (in Iowa) and Kansas Star (near Wichita) are both in the process of being converted to B Connected … should you happen to find yourself out that way.