I take it you're only using autosaves and quicksaves... Steam has been eating those. By which I mean it's been replacing them with saves it caches.
Go to My Documents\My Games\FalloutNV\Saves
In here you should see autosave.fos, quicksave.fos, and then autosave.fos.bak and quicksave.fos.bak.
The ones with the .bak extension are your real saves. Go ahead and remove the .bak extension, but also rename them to something other than quicksave and autosave, this way they'll become hard saves that can't be overwritten by Steam.
Until this gets fixed I suggest using manual saves periodically.