Hello, I am Brazilian and I got married in Vegas with another Brazilian. We'd like to request the divorce, however, we live in Brazil. (continue...)

Your question may not be understood precisely -- normally, one country will respect the marriages AND divorces validly entered into in other countries, so presuming your Brazilian divorce is conducted "in accordance with the norms of procedural due process" (i.e., both parties are informed of and have the ability to participate in the action), the divorce should be recognized everywhere; the place of marriage should not be relevant to the question.