The Las Vegas Daredevils
Vegas is known for being home to many of the most high profile daredevil stunts in history and was home to Evel Kneivel's famous motorcycle jump of the fountain at Caesars palace he performed regularly.
The Grand Canyon was also a highly favored stunt location despite efforts to prohibit performances by the government.
"Dare" also could refer to the daring behavior of Vegas gamblers, and "devil" could refer to how hot it gets in Vegas as well as the Sin City moniker