I know the following work, useful for the identification of preimaginal stages of Italian mosquitoes:
Romi R., Pontuale G., Sabatinelli G., 1997 - Le zanzare italiane: generalità e identificazione degli stadi preimmaginali. - Fragmenta Entomologica, Roma, 29, suppl.: 1-141. This work is also rich in references.
Have you ever heard about "Mosquitoes and their control"? There is a complete chapter about mosquitos taxonomy and their identification, both larval and adult identification keys. I give to you the reference: BECKER, N., PETRIC, D., ZGOMBA, M., BOASE, C., MADON, M., DAHL, C. & KAISER, A., 2010. Mosquitoes and their control. Second Edition, Springer. 577 pp.
Adeniyi, the straight answer is no. There are 3,540+ species of mosquitoes currently recognized in the world and about 15-25 new species are described each year. So, an atlas for identifying all of those females and larvae (many of each unknown) would be very difficult to prepare and impractical to work with. You need to concentrate on finding regional keys for the areas where you intend to work..
There are guides that can help you identify both adults and larvae of mosquitoes each of the existing species. Example: Clave fotográfica para larvas de zancudo (Diptera: Culicidae) presentes en Centroamérica y Panamá.
An identification guide to the mosquitoes of Utah. University of Utah Biological Series.
Molecular systematics and genomics are providing ample information and novel nomenclature as a results; ecological information is updating with mosquito invasion into new areas that they did colonized before now.
I have seen the atlas it a great teaching aids where there are no type specimens, Thanks a million
However, the question comes from the afrotropical region so I think these publications may narrow the search and facilitate identification to an extend
Diagne N., D. Fontenille, L. Konate, O. Faye, MT. Lamizana, F. Legros, JF. Molez and JF. Trape (1994) Les anophèles du Sénégal : Liste commentée et illustrée Bull. Soc. Path. Ex. 87: 267-77.
Gillies, M. T., and M. Coetzee. 1987. A supplement to the Anophelinae of Africa South of the Sahara. Publ. South Afr. Inst. Med. Res. 55.
Gillies M. T., and B. de Meillon. 1968. The Anophelinae of Africa south of the Sahara, 1st ed. Publ. South Afr. Inst. Med. Res. 54.
Coetzee M., RH Hunt, R Wilkerson, A della Torre, MB Coulibaly, NJ Besansky Anopheles coluzzii and Anopheles amharicus, new members of the Anopheles gambiae complex Zootaxa 3619 (3): 246 http://www.mosquitocatalog.org/files/pdfs/WR477.pdf