My Vegas game stopped crashing after I altered settings in nVidia Control Panel.
Click right mouse button on your desktop.
From the menu select NVIDIA Control Panel.
Add Fallout New Vegas (falloutnv.exe) programs on the list under Program Settings tab.
Under Global Settings tab make sure you have in 'Power management mode' slot : "Prefer maximum performance"
You can fiddle with some other stuff too but this single change is the goodies in my opinion.
Before that I tried windowed play, XP compatibility and altering .ini. And was crashing as usual.
But not since I altered the nVidia panel thing.
Hope this helps somebody.
Those crashes can drive one crazy and stuff the great game up.

Wow! This actually worked. Thanks a ton! Now I can play the game for hours on end without any crashes as opposed to crashes every 15-20 minutes before. What a weird workaround.

Thanks again!