I got Fallout: New Vegas for PC yesterday as part of Direct2Drive's deal, and entered the CD key they gave me into Steam to download it from there. When it downloaded, I've found that upon launching it, Steam opens up the "Launching Fallout: New Vegas" window... and then closes it. And then opens it again, and then closes it, and then this happens like ten more times before it just gives up.

What the hell? I've tried deleting and re-downloading the game, everything fresh and new, no NVSE, no mods, no nothing. Any help?

Since you have asked that without any context whatsoever, an answer simply isn't possible. You'll need to include all of the missing data first.

That would be:

processor
ram
graphics card
operating system
dxdiag

Please post a dxdiag so we can see your system specs:
Start - Run (if Vista/Win7, the search box acts like Run) - type dxdiag - hit Enter - "save all info" button - open txt file and copy/paste EVERYTHING here

Picture of process: http://www.windowsresource.net/cimages/gotodxdiag.jpg