For me, my trademark memory of New Vegas is taking cover behind a wall in the Sierra Madre lobby on my dead-is-dead character, hunting shotgun in hand as ghosts swarm into the room, slowly making their way towards me as spears fly by and get stuck in the walls, the song "Begin Again" (http://www.youtube.com/watch?v=pgZ3sryr87I) playing in the backround.
Guessing this one stuck with me because when that battle came, I knew I was in the home stretch. I was almost out of there, and the battle setup was so stereotypical for zombie flicks, the song so perfect for the story and the struggle...
