Hi. I have a Steam version.
Now, I know there's supposed to be a folder Data/Music/Fallout1and2, where the music from original Fallouts is stored. But somehow my Steam version has no such folder. What is wrong?

Mine's there. Did you install from disc or download? Also, are you in the Cenega region by any chance? (in that case your folder will be named fallout new vegas pl cz ru or something along those lines)