Here are perfect latin squares of sizes 8,10,12,14 and 16 all as far as I can tell without obvious symmetries. Sorry about the formatting, at least it's copy-n-paste friendly (you wouldn't want to check them by visual inspection anyway, I assume).
ABGFDHCE
BCHGEADF
HAFECGBD
CDAHFBEG
GHEDBFAC
DEBAGCFH
FGDCAEHB
EFCBHDGA
ABDGEIHCJF
BCEHFJIDAG
DEGJHBAFCI
HIADBFEJGC
EFHAICBGDJ
JACFDHGBIE
CDFIGAJEBH
IJBECGFAHD
GHJCAEDIFB
FGIBJDCHEA
ABDHCKILFEJG
BCEIDLJAGFKH
DEGKFBLCIHAJ
HIKCJFDGALEB
CDFJEAKBHGLI
LACGBJHKEDIF
EFHLGCADJIBK
KLBFAIGJDCHE
JKAELHFICBGD
FGIAHDBEKJCL
IJLDKGEHBAFC
GHJBIECFLKDA
ABDGKELJINFCMH
BCEHLFMKJAGDNI
DEGJNHAMLCIFBK
GHJMCKDBAFLIEN
KLNCGAHFEJBMID
EFHKAIBNMDJGCL
NACFJDKIHMEBLG
MNBEICJHGLDAKF
IJLAEMFDCHNKGB
FGILBJCANEKHDM
LMADHBIGFKCNJE
CDFIMGNLKBHEAJ
JKMBFNGEDIALHC
HIKNDLECBGMJFA
ABDGKPFMEONJHCLI
BCEHLAGNFPOKIDMJ
DEGJNCIPHBAMKFOL
GHJMAFLCKEDPNIBO
KLNAEJPGOIHDBMFC
PACFJOELDNMIGBKH
FGILPEKBJDCOMHAN
NOADHMCJBLKGEPIF
MNPCGLBIAKJFDOHE
HIKNBGMDLFEAOJCP
EFHKODJAICBNLGPM
LMOBFKAHPJIECNGD
JKMPDIOFNHGCALEB
CDFIMBHOGAPLJENK
OPBEINDKCMLHFAJG
IJLOCHNEMGFBPKDA
How they were constructed and why this method doesn't work for odd sizes:
If you replace A with 0, B with 1 etc. and for each domino as they sit in the latin squares compute the difference of left and right (top and bottom) fields modulo n, then you'll find that these differences line up perfectly, i.e. all horizontal (vertical) dominos with difference 2, say, i.e. 0:2 1:3 2:4 ... (n-1):1 sit in the same column (row) pair. The necessary and sufficicient condition for this construction to yield a perfect latin square is comparatively simple: the set of diffences over all column (row) pairs must be {1,2...n-1} so all dominos are present and all sums over linear subsets of column pairs, i.e. all pairs of neighbors contained in a connected block of columns (rows) must not be 0 modulo n otherwise in that row (column) a number occurs at least twice.
The latter criterion is also the reason we cannot apply this construction to the odd case, because the full matrix will have column (row) sum 1+2+3+...+n-1 = n(n-1)/2 which for odd n is 0 mod n. Thus no matter how the differences are arranged, the first and last number of each row (column) will be identical which is, of course, not allowed.
For even numbers up to 16 we can find arrangements of differences satisfying the criterion easily by brute force (few seconds with totally unoptimized code). At 18 the computer takes longer than my attention span. Also of note is that 1,-2,3,-4... will work but if applied to both rows and columns will create symmetries.