You should try running your game or your Steam client in compatibility mode.
You may not have to try them all just work your way down the list until you find the one that works for you. But don’t worry! Your crashing issue can be fixed … Try these fixes If your Fallout: New Vegas is crashing or closing when you’re in the middle of a game, you’re no doubt very frustrated. What usually happens is they just get thrown back to the desktop without any warnings.
Recently we’ve seen a lot of Fallout: New Vegas players reporting that their games frequently crashes or closes.