The Family History Library has directories of several cities and towns for 1862 to 1881 (FHL films 1377106-9) and a few other directories for the 1900's.
A helpful directory for early Nevada is:
Kelly, J. Wells, First Directory of Nevada Territory: Containing the Names of Residents in the Principal Towns . . . Los Gatos, California: The Talisman Press 1962. (FHL; film 1000196 item 2.)
Local county libraries, the University of Nevada—Reno, the Nevada Historical Society, and the Nevada State Library and Archives collect Nevada directories. The Nevada Historical Society also collects directories of county and municipal officers, dating from the 1860's.
A guide to Nevada directories is Joyce C. Lee, Genealogical Prospecting in Nevada: a Guide to Nevada Directories (Carson City: Nevada State Library, 1984. (FHL book 979.3 A1 No. 29.)