What's up with the Democrats in Nevada? They haven't held the governor's mansion since the 1990s and they've lost Richard Bryan's Senate seat in 2000, a Democratic year. They've lost control of the legislature and at least one House seat in Congress. The only thing they've managed to accomplish is holding onto one Senate seat despite the fact that Harry Reid is sitting in it and occasionally taking back one or two House seats.
Nevada is a swing state. That means it will elect Republicans and Democrats at different times and to different offices. Look it up! Nevada voted for Obama TWICE.
I think you're missing the point. The Democrats have been having crappy luck lately in Nevada.
Also, Nevada voted for George W. Bush both times.
Demographic change -- more Hispanics. Note also that Mexican-Americans (the bulk of Nevada Hispanics) were hurt worst by the real-estate meltdown that Dubya sponsored. Mexican-Americans, who had been trending R as they started to join the middle class, reversed that trend in Colorado and Nevada in 2012.