Most of Nevada is within the Great Basin, an area of the United States with internal drainage that does not contribute water to an ocean. Instead, water flows into local basins such as Pyramid Lake, Lake Tahoe, Walker Lake, Carson Lake, and Ruby Lake.

The lakes and rivers of Nevada.
Lake Tahoe and the Colorado River are particularly noted for their recreational potential. Most of the lakes and rivers appear to be located around the periphery of the state, leaving Nye County and western Clark County almost devoid of water. This is ironic because Clark County is home to Las Vegas, and the state’s largest population.
White Pine County, Nevada, is a critical recharge area for several major regional flow systems that extend north to the Great Salt Lake and, south to the Colorado River, according to a 2007 U.S. Geological Survey (USGS) study. Ground water flows through three types of aquifers in White Pine County: a shallow basin-fill aquifer, a deeper volcanic-rock aquifer, and an underlying carbonate-rock aquifer. The basin-fill aquifer is the principal source of domestic and agricultural water supply, which is safe for human consumption.
For people driving through the desert surrounding Las Vegas, the above might come as a surprise.
Information and image from http://geology.com/state-map/nevada.shtml.
Additional information from http://www.usgs.gov/newsroom/article.asp?ID=1878&from=rss.