Is Sierra Madre south of the New Vegas map? Because if so, that would strongly bump up my theory that we will access the Sierra Madre map via the boarded up train tunnel to the very far south end of the map.
I have no sources (don't kill me..) but I believe the location will be entered by the Northern Passage, I read it a couple places but I'm too lazy to find them for you. Makes sense to me but only tie will tell.
Uhh, I believe I read in an interview or article a little while ago that it was set right outside the LA Boneyard from Fo1... this might've been untrue though.