Creator's Favorite: Chris Avellone has been open about loving Ulysses, stating he's fascinated by the idea of meeting characters the player has influenced without realizing their impact, and that Ulysses is his Author Avatar for his views on the Fallout universe.
Defictionalization: The collector's edition included chips from the major casinos in the game as well as the Platinum Chip. In a less profitable vein, many fans play Caravan in real life.
Fan Nickname: Some people who hate the Legion refer to them as "cosplayers," in reference to the fact that they're just dressing up as Roman Legionnaires.
Yes, Primm is a real place, and it does have a rollercoaster (attached to the Buffalo Bill hotel — all three hotels in Primm are much larger, but no one really cares), and does have Bonnie and Clyde's death car (not his gun, though, but it does have his jacket, and the car is in a mall attached to the hotels). Hoover Dam, Goodsprings, Black Mountains, Nipton, Nellis Air Force Base, and a lot of other real-world locations are snuck in as well (mostly things only native Nevadans would recognize, like camping sites).
This is also played for a joke with "Repconn" which is a very slightly veiled joke to "PEPCON", an actual factory for rocket fuel that was formerly centered in Henderson Nevada... before it blew up on May 4th, 1988.
Jossed: The Epileptic Tree about Yes Man's "assertiveness" upgrade being meant to set him up as The Starscream. Word of God says that Yes Man was not foreshadowing a future betrayal. Quite the opposite, it was him working to prevent himself from being turned against you in the next round of musical chairs.
The Other Darrin: Christine from Dead Money has a speaking cameo in Old World Blues, where she has a different voice. Justified, however, in that it's not actually her voice she's using in Dead Money, but rather that of the long-dead Vera Keyes.
Consequently, there is also some from Oblivion, since Fallout 3 recycled some Oblivion props.
Various non-radio music from the series gets reused as well. Besides the reused Fallout 3 various songs from the first two games are used at different points i.e. the Shady Sands theme from Fallout 1 in the Old Mormon Fort or the Redding theme from Fallout 2 playing when you encounter the Wrecked Highwayman among plenty of others.
The DLC is based around this. Originally, there was another partner character named Ulysses, who was once a part of Caesar's Legion. He was cut from the main game due to time constraints, but eventually given his time in the limelight across all four DLC mini-campaigns, culminating in Lonesome Road.
A majority of the plot itself was taken from Fallout: Van Buren, including the Caesar's Legion faction. What all didn't fit into New Vegas proper was reused for DLC, mainly Honest Hearts and the plot with Joshua Graham.
The Big MT, setting for Old World Blues, is a combination of the Tibbets Prison Facility from Van Buren and the EPA compound that was cut from Fallout 2. One of the appliances in The Sink, the Toaster, is based on a toaster found in the cut EPA building. The only difference between the two is that the cut toaster would simply ask you if you wanted toast, the Toaster has a simple-minded obsession with destroying the Earth.
Saved from Development Hell: Caesar's Legion was going to be part of the stillborn Van Buren game following Fallout 2. Some NPCs from Van Buren were also recycled and given slightly different roles (Alice McLafferty and Arcade Gannon for example). The setting of Old World Blues, the Big Empty, came from the original design concepts of Van Buren's opening location, the Tibbets prison facility.
Screwed by the Network: In a now-semi-famous contract incident, Obsidian agreed to produce the game as contracted by Bethesda. Bethesda included a provision for a very, very large bonus in the contract if the game scored a specific score on Metacritic. The game scored literally one point less than the agreed upon score, and Obsidian was essentially screwed out of the majority of their paycheck for the development of the game, in addition to running themselves absolutely ragged getting it out by the release date, in a buggy state that they were then not allowed to completely fix. Needless to say, Obsidian has shied away from big-name producers ever since, with their next announced project, Pillars of Eternity, being self-published and funded through Kickstarter, and South Park: The Stick of Truth having a much more lenient development process.
Talking to Himself: Pretty much inevitable in a game where all dialogue is voiced, and there is a huge cast of generic NPCs. It becomes especially noticeable, however, when the actor in question has a distinctive "neutral" voice. Take the four male Remnants, for example, as three of them are voiced by Peter Renaday.
Romances were considered, but scrapped early on in development. A remnant of this can be found by looking at the available companions: of the four human companions, there's two men and two women, and one each of the men and women are gay, so hypothetically speaking, a player character of any gender or orientation would have someone to pursue.
There were early plans to extend the game beyond the final battle, but the amount of variables (ie, programming a Mojave with the victory of four possible factions and numerous minor details) made it too impossible to program within the deadline.
Ulysses, the antagonist of Lonesome Road, was originally intended to be a companion in the main game, but was cut due to time constraints. He would have been unique among the available companions as actually being sympathetic to the Legion and especially untrusting of the NCR. Much of that personality remains in his Lonesome Road appearance, but if he'd been in the main game as originally intended, there might've been motivation to actually work with the Legion. As it stands, you can earn a pair of Luck-boosting sunglasses... but you lose the loyalty of CraigBoone and ArcadeGannon, and you'll likely end up killing at least a few factions/settlements that you actually liked. Of course, Ulysses could be persuaded to reluctantly serve the bear or another cause and will tell you about the battle of Hoover Dam.
Originally, if you destroy the Securitrons under the Fort, you were originally going to be forced to fight a seriously pissed off Victor the next time you enter the Lucky 38.
Many instances of cut content (including the example directly above), have since been released in a mod series appropriately titled "New Vegas Uncut".
The New Vegas Strip and Freeside used to be whole zones by themselves. Early showcases of the game showed of the whole Strip, and it is also rendered that way in the intro cinematic. Freeside itself was a single massive zone, including a number of no-name generic NPCs and the Mormon Fort having open gates. Both instances were "sectioned off" due to the Xbox 360 and Playstation 3 not having the necessary processing power to render all the NPCs running around the Strip and Freeside without some serious slowdown or even game crashes. The Strip just had the gaudy scrap metal gate put between the upper and lower areas. Freeside, however, got hit harder: fences/gates made from junked buses, the Mormon Fort was made its own zone, NPCs were cut to reduce the memory problems. Appropriately, there are a pair of mods that convert the Strip and Freeside to their early open area builds.
All four of the Fiend leaders were supposed to have the Courier talk to them, rather than just Motor-Runner. Driver Nephi was the least crazed and mostly in a state of deadpan anger and he was also to be a former friend to Bert Gunnarsson and a former Mormon as well. Violet was supposed to be constantly high on Psycho and violently protective of her dogs. Finally, Cook-Cook was a fast-talkin' madman who loves his Brahmin Queenie far too much. He behaved differently towards the Courier depending on their sex; he acted more of a creep towards women than men.
Welcome to Corneria: Dr. 8 does have dialog as shown in the game's text files. However he has a limited amount of responses to the Courier's lines, often repeating them in the same conversation.
"Caesar can quote Cato to his purpose" is a paraphrase of a line from The Merchant of Venice: "The Devil can cite Scripture to his purpose." (Though Shakespeare is pithily reflecting much older wisdom.)
"Am I playing Vergil to your Dante?": The Divine Comedy, where Vergil serves as Dante's guide through Hell.
"Victrix causa diis placuit sed victa Catoni." is from Pharsalia by Lucan. Translated it is simply: "the winning cause pleased the gods, but the losing cause pleased Cato." Considering its context, it fits very well.