I think that 'ラスベガスでは何が起こるか誰もわからない' is more appropriate sentence. So the latter of your sentences is correct. Both 'ラスベガスに' and 'ラスベガスで' can mean 'in Las Vegas'. However there is a difference between the particles, 'に' and 'で'. 'に' is used for focusing the existence in Las Vegas such as 'You are in Las Vegas now.'. 'で' is used for focusing actions or what happens in Las Vegas such as 'I am working in Las Vegas.'. Therefore. you can use 'で’ in your sentence. The reason why I added 'は' after 'で’ as more appropriate is that 'では' is more natural expression than 'で' when putting 'ラスベガス’ (place) at the first part of the sentence. Putting 'ラスベガス' at the first part of the sentence is an intention to clarify the topic of the sentence.

ラスベガスでは何が起こるか誰も知らない。