Old-tyme slot machines:
Bruno's (Gerlach NV) - one machine with fruit
Bill's Casino (Lake Tahoe NV) - ~eight quarter machines, 1920's?
Pioneer Hotel (Laughlin NV) - six life size wooden character slots (50's)

Strange machines:
Sigma Derby (usually found near the sport betting area): Circus Circus, Caeser's Palace (tricked-out Centurion style; 25 yards into the Forum Shops), Imperial Palace (upstairs), Riviera

Other novelties of interest:
The famous Vegas Vic waving cowboy neon sign and Vegas Vicky are located at the Fremont Street Experience - I mention this because I called Las Vegas tourist info and they had indicated that the signs had been torn down. Thanks for the 'info', I almost missed 'em.

There is at least one Mahjong slot machine in that Reno Silver Legacy/Circus Circus/etc adjoining casino.

Foreign:
Sigma Derby: Venice Casino (Venice Italy), The Pelican (Venezuela), El Panama Hotel (Panama)
Sigma Derby Mark VI: Casino de Genting (Genting Malaysia)
Sega Derby: Salamis Casino (Northern Cyprus)

Bizarre 'Chainsaws & Toasters' slot machine: The Aladdin (probably elsewhere as well)

Questions:
I'm always looking for more information to add, whether it be exactly where in a casino a certain slot machine or old machine is, or anything of that nature, including corrections. Thanks!

Notes:

Old slot machines (display only) can be found at the Maxim (LV), Stardust (LV), Station House (Tonapah), and Classic Car Showroom (30 slots, Laughlin NV).

Desert Valley Museum (Mesquite NV) has five slot machines from 1936.

Liberty Belle Casino (Reno NV) has a (display only) slot machine museum (and 'slot machine book store'); it's run by the grandson of Charles Fey, inventor of the slot machine. (hours are not posted on the website; from experience, I say definitely call before visiting) They've also published a slot machine book which is just grand.

Lastly, remember: the best form of money management when gambling in Las Vegas is to jam as many coins in the slot as possible at one time, wait for the mechanic to come over, then do the standard hostage-for-money swap. Cake ... walk.