The circuit with 74HC138 is working, but with 74LS138 it is not, why?
The 74ALS138 device that you found was unable to drive the output LEDs is operating (more than likely) correctly - the output high drive current is only specified at 400 uA in the data sheet. 

Compare this with the 74HC138 - it can drive a high output current of 4 mA.

ALS device: -



HC device: -



So, given that the ALS device is pretty good at pulling down its output (note that 8 mA can be obtained), I would recommend that you turn the diodes round and have the anodes up to + 5 volts instead BUT, don't forget to use current limiting resistors like 220 ohms or thereabouts.