I have never found any original comic pages with Nemo although I am sure someone has plenty but there are some great reprint books such as the one described in Brent Swanson's review seen below.
"Give Checker Book Publishing their due: they have mined the Winsor McCay motherload with great diligence. The physical dimensions of their books have often resulted in reprints that are of academic value only, but even that is better than all the gaps that have existed between infrequent and incomplete printings of "Dreams of the Rarebit Fiend" and "Little Nemo." McCay's work is not easy to reprint. Source material is not easily found. And McCay didn't think or work small. This was an artist who cut his artistic teeth creating circus posters. As a vaudeville performer, he brought a full-sized dinosaur onstage.
So we make do with this thick, 9 X 12 volume, and second volume of what is to date the most complete reprinting of McCay's classic Sunday page strip. The strips start in 1909 in the original "Slumberland" run, then continue with the 1911 thru 1914 run under the "In the Land of Wonderful Dreams" title, and then jump to 1924 for the final "Slumberland" run of nearly two years.
The dimensions of these reprints are approximately the same as those of the Remco/Fantagraphics/Evergreen volumes overseen by Richard Marschall and (later) Bill Blackbeard. The color values in those earlier volumes were a bit better, but Checker has done nearly as well.
Is this volume the last word as far as completeness is concerned? Well, Bill Blackbeard claimed, in the early '90s, to be in possession of an unpublished "Slumberland" page from 1926 and to know the whereabouts of one or two others. These don't seem to have made it into this volume. And this volume is missing the final "Wonderful Dreams" strip that appears in the second Sunday Press volume. Given McCay's prolificacy, there could be even more hitherto unknown Nemo gems out there, but carping about their absence here would be as useless as complaining that this book doesn't measure up to the giant volumes from Sunday Press. What Checker has accomplished is to finally brings us a complete run of the strip as it is known to exist. It has taken from the first efforts of other publishers in the mid-'70s till now for this to happen, and we should be grateful to have it. "
You can find these listed at Amazon. I have a lot of Nemo scans which someone made from similar reprints, I think. They are all amazing and his editorial cartoons are pretty impressive too. Thanks BZ.