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Therefore, your HDD files are usually up-to-date; whereas Cloud data might end up obsolete (should the upload fail for whatever reason.)
You should not download and overwrite your local files with Cloud -files most of the time. The client should tell you which ones are the newer ones anyway, but if you always play on the same computer, the local ones are the newer ones 99% of the time.
You can always turn off Steam Cloud from Fallout: New Vegas by right mouse clicking the game on your library, heading to [Properties] -> <Updates> -> *untick* Enable Steam Cloud synchronization for Fallout: New Vegas.
Should you reformat your PC or use someone else's computer, you should tick it back and launch and exit the game once so it'll upload your local files to Cloud again.
Fallout: New Vegas' save-files are located at
You can back them up manually; but alternatively you can tick Steam Cloud and keep uploading the save files there later on. Usually stick to your HDD -data if there's a conflict with the HDD & Cloud -data synchronizations.
But yes, they're safe - unless you reformat your computer.
But I'd personally say you don't have to tinker around with that. Keep them on the Cloud.