Actually I just moved from Vegas and there is some rust free cars there ... but you have to becareful about Vegas b/c of two factors.
First off, most of the people currently in Vegas have moved into the area from somewhere else (I had moved from NC for instance) and first thing I did after I had been there a few months was to sale my car locally and pick something else up. Now granted my car was rust-free, but there are (were) a lot of people moving into Vegas, thus a lot of cars from all arcross America end up in Vegas. You'd be suprised how many people that live in Vegas have places/homes/family in Reno. So they drive up there in the winter get a butt-load of salt on the car, then come back down to Vegas and the salt is never washed off the frame and the cancer begins.
Secondly, the majority of people that move to Vegas come from either Hawaii, coastal California, the North-east, or Florida. So when they bring their cars with them, they typically have some rust areas on them. I can't tell you how many late model used cars I've gone to look at that have a fair amount of rust on the frame/underside of the vehicle. After a bit of digging most all of them are either from the Northeast or FL. Coastal California cars rust hard too.
Finally, while once a car gets to Vegas it tends to not rust any more than it already has ... the dry heat and air is MURDER on rubber and silicon parts. And while that's not usually a big deal on a car that you are just looking for sheet metal for, if you are looking for say a late 80's early '90's car to maybe drive daily or use as a fun car, you have to be very careful b/c there's a high chance that everything rubber on it will have to be replaced. I bought a 1992 Nissan and I had to sale it b/c literally every seal, rubber part, bushing, etc. was heat rotted. Every window would leak at the car wash, the entire suspension was "wobbly" due to the bushings just being gone. I had to replace all the hoses (which really wasn't that big of deal), the seals around trunks, hood, lights ... would crumble when you touched them. The interior plastic was all cracked and brittle. That's how you know a true Vegas care *wink*.
IMO, the best cars from the '80's up come from New Mexico and Arizona (excluding the Phoenix area which is worse than Las Vegas). But like I said if you plan on totally redoing the car, or just looking for sheet metal then anywhere in the Southwest is typically fine.