Campy Neutron wheels - side to side play?
 

I noticed a small amount of side-to-side play in my rear wheel, with the QR tight. Is some slight play normal, or do I need to tighten up the hub?

I would think you need to tighten it up. A SLIGHT amount of side to side play should be present when the QR is loose. When tightened it shouldn't wobble.

Campagnolo over-sized aluminum axle hubs (where you have the large non-drive side adjuster with flats on three sides and a counter sunk hex-head pinch polt to lock it instead of conventional cone + lock nuts or the single medium sized bolt for cartridge bearing Campy hubs) are reportedly built such that bearing preload does not change when you close the QR skewer and Campagnolo's adjustment instructions say nothing about there needing to be play which disappears.

You should check the side play of the rim, near the brake pads. It should be nearly zero. You can adjust the play while the wheel is on the bike. It requires a 2.5mm hex wrench. If you get the adjustment too tight, then you need to remove the wheel, back the adjusting collar out a bit and tap on the right end of the axle to loosen it up.