The guide that Johnny5 refers to is an excellent guide. The author just published the 3rd edition last month. Full of good pictures and references. That covers not only Nevada but other states as well.
If you want to know what chip collectors consider to be the "bible" of casino chip price guides then I would suggest looking into "The Chip Rack". It is published annually. Covers Nevada chips only. Costs about $48. Check it out here:
http://www.nevadacasinochips.com/Chip_Rack.htm
Has one of the most comprehensive lists of all casino chips and values for Nevada you'll see anywhere.
There are also guides to other states casino chips. Theres ones that cover Colorado, Atlantic City, Washington state, etc. All depends on what you like collecting. Even guides on slot tokens and slot club cards.
Hope that helps...
