Just on first instinct, I'm pretty sure the places that serve it will be few and far between. I looked through a bunch of old-school steakhouse menus, and the one that has it is Golden Steer. Lakeside at Wynn also serves it, or at least a knock-off, as I'm pretty sure bacon and hollandaise don't belong anywhere near oysters Rockefeller.
Between the two (again, on instinct alone), I'd go Golden Steer. They're extra old-school. Lakeside's version includes bacon and hollandaise, two things I'm pretty sure aren't normally included in a Rockefeller preparation. And I've been less impressed with the WynnCore complex as a whole ever since they went for the lucrative (and annoying) nightclub market.