Been playing alot of New Vegas recently and I noticed the load times are REALLY slow... On average it takes me to 30-40 seconds to load one certain area of a level after going through a door to repair some certain gear. I have the game installed on HDD.

Is there any suggestions on how to improve it?

Unfortunately there doesn't seem to be a fix to this unless they can fix it with a patch. Long load times like this are definitely unusual even for a game of this caliber. TES IV: Oblivion and Fallout 3 had some hefty load times from time to time but they always stayed within reasonable parameters and the longer load times were far and few and still weren't that long. Long loads like this usually point towards a lousy development process or internal bugs in the software that causes the game to slow down. Dealer's choice.

They had better release a patch for this soon, or I will discontinue my playthrough of this amazing game. It's the only thing that I have a problem with so far.