The Rocky Mountain region is to the east of Las Vegas, Nevada. The weather in this region is mainly dry descending air. Thus the precipitation in the Rocky Mountains is usually scarce. Therefore most of the area is arid, just like Las Vegas. However, the Rocky Mountains do get a little more moisture than the deserts to the west.
In higher elevations of the Rocky Mountains, there is more precipitation. During the winter, the mountains have lots of snow and by spring, the snow melts providing water for desert communities like Las Vegas. The melted snow from the Rocky Mountains goes to Lake Mead.
This is where Las Vegas obtains about 90 percent of its water source- Lake Mead's reservoir. Water is pumped from here to supply water to Las Vegas.
Sources:
http://www.lvvwd.com/wq/facts_hard.html
http://exleftist.com/tag/lake-mead/