While Vegas isn't necessarily known for its museums, the Atomic Testing Museum is a nice step in the right direction.
It's not surprising, considering the place is affiliated with the Smithsonian. The place has your expected photographs, artifacts, and interviews, but it is presented in a really nice and interactive style. The main film in the fallout shelter theater was a nice surprise (a few unexpected touches make it more than just the standard movie), and the museum touches on how the nuclear age has affected the world, Nevada, and Las Vegas in general.
The exhibit does a great job of touching on the powerful and sometimes dangerous implications of the technology as well as the kitschy fascination that people had trying to get caught up in "Atomic Mania". You'll shake your head wondering what people were thinking with the general populace had with their love affair of atomic bomb watching.
The museum is very comprehensive, and professionally done. I spent two hours there, and wanted to stay a little longer.
Vegas definitely needs more stuff like this.