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First, do this to make sure it was the same problem
Go into your folder
<Install Drive>:\Program Files (x86)\Steam\SteamApps\common\Fallout New Vegas
Run FalloutNV.exe
IF you get an error saying missing file D3DX9_38.dll (or any D3DX9) then you have my problem.
Go here
http://www.microsoft.com/en-us/download/details.aspx?id=8109
Download the file.
It will ask you where to extract it to.
I recommend a new folder since there are a ton of files and its easy to get them mixed up.
After extracting, run DXSETUP.exe
As far as I can understand, even though I have DirectX 11, the files from DirectX9 were never installed on my computer. This file off the Microsoft Download Center installs all the DirectX9 and 10 .dlls back on your computer. I would suggest the link provided because downloading a rogue .dll off a random file share is just a bad idea.
I run Win 8.1 on a Ideapad U460s with a Geforce 305m GFX. I run Skyrim, FO3, etc just fine. FNV would always crash while trying to start a new (the first!) game. Was driving me nuts.
Changing the compatibilty settings, updating drivers, none of that worked.
Someone in another thread mentioned a conflict with video capture software or something similar. I've been trying every solution I've seen posted on multiple forums, but that post struck a chord.
I normally work (and play) with a dual screen setup, with the second monitor a USB Thinkvision by Lenovo driven by Displaylink software. Uninstalling the displaylink software got FNV working without a hitch.
Per the site FAQ, I delete the local .ini, run the cache verify and constantly get the "1 file failed to validate and will be reacquired" message.
Whatever's supposed to be reacquired never actually is, or if it does it fixes nothing. I love the game, but I seriously question why I paid for it again on PC if it will never actually work.
There is a pinned thread about stability in the forum. Get NVSE + NVAC from there. It's likely they will fix your problem.