Boulder Dome ----> http://fallout.wikia.com/wiki/Boulder_Dome (here's the link if you'd like to look it up)
Reservation, maybe i really hate getting rad sickness and this place has well a very high chance to getting it ----> http://fallout.wikia.com/wiki/Reservation
The Glow, it was pretty cool back in fallout 2, id like to see what it looks like in 1st person though but doubt it'll happen.
Area 51 hell yeah its the only place i can think of that has a lot of "old world delight" plus maybe Aliens(?) who knows
The Divide
The Big Empty just because it sounds pretty cool bada** and the Holorifle is the best item ever even if your character is speced in guns (it svcks though if you cant really hit the ghost people with it
(here's the links)
http://fallout.wikia.com/wiki/Old_World_Blues
http://fallout.wikia.com/wiki/The_Big_Empty
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last but not lest id like to go to the Tibbet's Prison ----> http://fallout.wikia.com/wiki/Tibbets_Prison
All those places do fit within the American southwest (Arizona, Nevada, Colorado, Utah).
Other than that and plus awesome new guns and other ways to piss off the NCR for the luls what places would you like to see?
