THE CABIN PRESSURIZATION WARNING HORN SOUNDED; THE OXYGEN MASKS DROPPED. LOSS OF PRESSURIZATION AND EMER DSCNT PROCS WERE ACCOMPLISHED. THE CREW DISCOVERED THEY HAD NOT TURNED ON THE ENG BLEEDS AS THEY WERE RETURNING TO LAS.

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TKOF FROM LAS WAS AT 124000 LBS IN A 'BLEED-OFF; IMPROVED CLB CONFIGN.' ACFT WAS ON A PLANNED 2 HRS 32 MINS FLT FROM LAS TO OMA WITH 133 PAX. FLT WAS DISPATCHED WITH MEL; AUTO SPD BRAKE INOP. CLBING THROUGH 10000 FT MSL; APU WAS TURNED OFF IN ACCORDANCE WITH NORMAL PROCS. AN EARLY TURNOUT ON THE OVETO DEP HAD PREVIOUSLY BEEN GIVEN BY THE CTLR. STILL ON THE SID AND THROUGH FL200; A WARNING HORN WAS EXPERIENCED. THE FO AND I BELIEVED IT TO BE A SPD BRAKE OR A FALSE TKOF WARNING HORN IN CONJUNCTION WITH THE AUTO SPD BRAKE SINCE WE HAD EXPERIENCED TWO EARLIER SIMILAR HORNS. MY ATTN WAS FOCUSED ON THAT ALTHOUGH I GLANCED AT THE CABIN PRESSURE GAUGE AND IT APPEARED IN LIMITS. CONSIDERATION WAS GIVEN TO FAILURE OF THE AIR-GND SWITCH BUT WAS RULED OUT. AT ONE POINT; THE FO SAID;'WE'RE NOT PRESSURIZING.' AT THAT TIME I LOOKED BACK AT THE CABIN PRESSURE GAUGE AND NOTED IT TO BE APPROX 20000 FT. A LEVELOFF WAS ACCOMPLISHED AS I CONTACTED THE 'A' FLT ATTENDANT AND SHE ADVISED THE OXYGEN MASKS HAD DROPPED. I BEGAN TO FEEL SOME SYMPTOMS OF HYPOXIA AND TOLD THE FO TO DON HIS MASK AND ADVISE CTR OF OUR DSCNT. CTR CLRED US TO 14000 FT THEN 10000 FT. INQUIRIES WITH ATTENDANTS REVEALED PAX WERE OKAY. WHILE FO WAS ACCOMPLISHING EMER DSCNT CHKLIST AND ATTEMPTING TO MANUALLY CTL THE PRESSURIZATION; IT WAS NOTED THE ENG BLEED SWITCHES WERE OFF WHICH PRECLUDED THE ACFT FROM PRESSURIZING. THE ACFT APPEARED TO PRESSURIZE PRIOR TO THAT BECAUSE THE APU WAS PROVIDING BLEED AIR UP TO 10000 FT WHEN IT WAS TURNED OFF. A SUBSEQUENT LNDG WAS MADE AT LAS ALTHOUGH NO EMER WAS DECLARED. LNDG WT WAS 119100 LBS AND WAS SUBSEQUENTLY ENTERED IN THE FORMS. SUPPLEMENTAL INFO FROM ACN 324153: AN UNEVENTFUL RETURN TO LAS WAS COMPLETED. ONLY AFTER REVIEWING THE EVENTS AND THE COMPANY'S QRH OF EMER/ABNORMAL PROCS; DID I RECOGNIZE THE ENG BLEED SWITCHES WERE OFF. THE ACFT WAS REPRESSURIZED FOR A NORMAL LNDG AT LAS. THERE WERE NO INJURIES; JUST UPSET PAX AND 2 EMBARRASSED PLTS. CABIN ALT DID NOT EXCEED 14500-15000 FT. ALTHOUGH CORRECTING ANY ONE OF THE CONTRIBUTING FACTORS; HUMAN OR OTHERWISE; MAY HAVE PRECLUDED THIS SIT FROM OCCURRING -- THE #1 RECOMMENDATION IS FOR THE COMPANY TO HAVE AN AFTER TKOF CHKLIST; JUST AS MANY OTHER COMPANIES.