I paid the caps, bought him some new armor but it seems it was all for naught. I'm standing right outside the door to the wastelands, with Jericho next to me. I click on the door, load the map, and then he doesn 't appear next to me. I tried it several times, but it really would not work. He doesn't seem to have any trouble entering homes inside Megaton itself, he just won't follow me beyond the town.

I am running FWE, but I couldn't find any documented issue with npc's not wanting to leave Megaton. Aside from FWE I'm not really running anything that could affect the town or NPC scripts.

Anyone know of a solution or workaround?

I think I figured it out. He does get through, it just takes him an extraordinarily long time for some reason. If I wait one game hour he usually comes out after all.

If you're going to fast travel somewhere, just fast travel there from inside Megaton. He should be near you after the area loads.

Ah, good point. I disabled fast travel..