I like to think of the Courier and the Lone Wanderer as the same person, however unrealistic that is, considering the distance between DC and Nevada. Anyway, the Lone Wanderer fled DC after the activation of Project Purity, and the final destruction of the Enclave, to serve a more routine life as a caravan guard. During his travels, he gained a reputation as a tough-as-nails lone ranger of the wastes, a mysterious veil around his past. He eventually finds his way into the Midwest, working for a large trading outfit similar to the Crimson Caravan. The LW works with them for about a year, before something forces him to leave (I have an idea of what I want that to be, but I'm just too lazy to formulate a solid backstory to that mess.) He makes his way into Nevada, and despite his previous occupation, he refuses to work for the Crimson Caravan, most likely due to the traumatic events that caused him to leave in the first place. And so he becomes a courier, similar to his old line of work, but not closely related enough to trigger his old memories. And that's basically it really, besides the beginning of New Vegas.