It almost has to be across multiple saves... in FO3 there were companions who would only join you if you did a certain quest or were a certain standing (good/evil). I assume F:NV is the same and to get them all you have to do it over multiple saves.
I'm having an issue with getting the chiev for getting just 1 companion... I rebuilt ED-E and had him with me for a while, then I got the dog from Freeside and did his entire questline, still no chiev. Any ideas?