Not after the 1.02 patch. They warp back to their home location.
They still walk home for me, no fast-traveling when I fire them...old game, new game...off they wander...I guess I, at least, have a bug. Luckily, I don't mind. In fact I kind of prefer them walking. heh.
The post about using a stimpack and Lily losing 100 health reminded me that in patch 1.1, I remember that happening to me w/Boone once, when he wasn't poisoned. But I clicked to use a stimpack and his health dropped, I used another it rose, used another it dropped, and so on. It didn't kill him outright and eventually it worked but it took 6 stimpacks when he only needed 90 of healing. Never happened again.
There was another time where I entered a loading area and Arcade warped in "unconscious" on the ground, and when he got up http://crimsonkeep.com/wallpapers/data/media/33/falloutNV-270.jpg and was actually invulnerable. When I reloaded it didn't repeat and also never happened again. Wonder if it's related...negative health bugs...