Been shooting in Nevada for 20 years or so. My family has a nice big piece of land there; we can't even get a bullet off the grounds - I doubt - we don't try. A few times we have encountered Sheriffs and even a few federal game wardens to make sure we were not hunting and they have checked out our weapons. We have CA ID's and usually bring some documentation showing we own the land just in case - there is BLM land all the way around.
The only thing I'm certain of - don't conceal a weapon in NV without a NV permit.