hes talking about previouse game data scanning, it was a gimick they used with some older ps1/2 and xbox games, also with a few game cube games, and some ds games would unlock something for having a gba game sometimes with but not always a completed game save.
I could see it as an easter egg, maybe a useless item like the anti fev vial from fo 3, you find it in a mail box.
maybe a courier from the east comes up to you and gives you a bottle of aqua pure, or maybe a vault 101 jump suit.
maybe you meet a garry.
I wouldn't use it to give you anything uber, but maybe use it to unlock a special event or semi useless item. te, maybe unlock 3dog's radio station.
lets see, one of the more comedic uses was in mgs1 and the mgs1 gc remake psycho mantis would scan your memory card and comment on game save data for certain games you have played.
and in uncharted 2 it would read your game and trophy data from the first uncharted and give you some cash to unlock stuff in the extras menu and multilayer early.
They've also done it with Xenosaga, and more recently Mass Effect. It works best with direct sequels, which New Vegas is not.
Dragon Age really turned me off pre-order packs, and I personally enjoy scrounging for my stuff, so a system that just hands me items at character creation isn't very engaging for me. That said, the Liberty Prime snowglobe idea amuses me greatly.