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.....
Oh yeah! That's a good one, too! I love speculating.