Are there any local egg/dairy farms around Las Vegas?
Here are some local farms...
Some not-too-far-away CSAs...
And if you don't want to drive too far out of town, you can always do the farmers' market Mario Batali trusts.
I'm not sure if she's still there, but up until I moved out of the neighborhood about a year ago there was a lady up in the northwest on Grand Teton (on the backside of Gilcrease Orchard, near the corner of Grand Teton and Tenaya) who sold eggs. Her hens were cage free. She would put a sign on her gate if she had eggs. Look for a big lot and a big metal gate. She's been there forever, so no reason to believe she's not still there. We call her the Egg Lady. Also has vegetables sometimes.
7000 Gilcrease Ave, Las Vegas, NV