Talk to the dealership about it. I imagine Nevada dealerships are familiar with leasing out of state. You’ll just owe taxes and registration to the state where the vehicle is registered.
as stated, make sure the car is smog legal all 50 states;
will need to get it smogged, vin verification at dmv, and pay dmv fees plus ca tax ( credit given to tax paid for nv), need paperwork from dealer ship for power of attorney, lease contract , certificate of origination, smog legal 50 states certificate. its a pain! and wait at the dmv
If you pick up then you can’t drive car off lot without paying state tax. What I’ve done for friend is the dealership drove car with dealer plates to border and friend drove in California. But since you are leasing from a reputable dealership then car finance company should take car of DMV tax, license and fees for Cali. They should know if it meets California emission standards. I all most took over MBZ CLS 550 Lease in Arizona and MBZ North America reported not a problem to transfer to Cali residence. I didn’t pull the trigger because of the very low mileage allocation and already high mileage on the car.
I leased two cars in Vegas at an Autonation dealer. They had a licensing company to help handle the dmv/registration. Was no problem but probably easier to buy in state. I do recall needing to get a smog test and go to the DMV though. If you’re leasing the tax is just calculated based on your zip code.