Spoiler Any one notice on the back of the eye bot there is My Child Is An Honor Student At http://fallout.wikia.com/wiki/Roosevelt_Academy
What the heck was with the eyebot?
Here's what I think:
It could be a symbol. What did the Eyebot stand for, to us, in Fallout 3? Most would say the Enclave and you would be correct. Notice how the eyebot takes a couple of hits on its journey. ER, and AAFB. And it's just straggling its way to New Vegas. That could be an indication that the Enclave will appear in NV. Like they ran back to the west coast with their tails between their legs.
Just a guess, though. There's a good chance I'm completely wrong.
Well, i'm getting a little deep here, but bear with me.
Based on that Roosevelt academy sticker, and the look, It looks like this was an Eyebot from the Capital Wasteland. Also, at the end you can see it is hovering towards New Vegas. Now I don't know why an Eyebot would travel all the way across the country, unless it had some sort of reason...
Also, the game takes place 2 years (give or take) after Fallout 3. Now, given the speed of the Eyebot, that is plenty of time for the robot to hover it's way over here. Note that the Eyebot was on it's way to dying, with the shots taking it down...
What about if you, as the courier, was actually sending the remains of that Eyebot? And that bot carried a message? Something very important....
But, that's as far I will go speculating. Time to see what else you guys have found.....