The PA Report offers an interview with Obsidian concept art Brian Menze. Brian worked on Fallout 2 and New Vegas, and while the interview mostly covers other titles, he does have a bit from New Vegas:

I can’t remember which came first, but this is basically the pistol version of the L.A.E.R. from Fallout New Vegas. Josh Sawyer provided me with a couple of photos (shown in the image) of the type of pistol he was looking for, so I basically “frankensteined” all of those elements together. I don’t normally conceptualize weapons, so I felt a bit uncomfortable doing them on FNV, partly because Fallout fans are very particular, but mostly because I don’t draw weapons much. I was the only concept artist on the team though, so I had to do the best I could.

In addition to weapons I was doing posters, characters, props and Vault Boys. It was my job to get stuff out fast enough for all the artists on the team to have things to work on. A side effect from working so fast however, is that I don’t remember much about this concept at all beyond that. This does illustrate that whenever I get into a pinch, because of time (and in this case out of my comfort zone) I’ll take the easy road and piecemeal a concept. During production and being part of a small team, that is sometimes all you have time for. I’m not necessarily proud of this one, but it did the trick and Josh was happy with it.

In related news, with thanks to Alphadrop, New Vegas is part of the Steam Halloween sale. 50% off. 15 bucks or 18 euros (Europeans getting ripped off again), which is not a bad price for the content but it's seen and probably will soon see better sales.

EDIT: Fallout 3 is 50% off too