The UNLV Libraries instruction department occasionally offers a workshop that introduces indexes to letters and diaries collections online, both subscription-only ones available through our web site and freely available archives.
The brief version: In the First Person indexes all of UNLV's subscription collections as well as many freely available ones on the web; OAIster is another tool for identifying indexed digitized archival collections. History Matters at George Mason U. has some great tutorial material to help students begin to work with primary sources and letters and diaries and also supplies a good searchable index of online digital collections.
Finally, for contextual information, UNLV Libraries does not have access to digitized federal census records, but the Las Vegas-Clark County Library District makes them available for library card holders - from their home page, choose Databases A-Z and pick HeritageQuest Online.
Living in the past: Letters and Diaries Collections (PDF)
