Have you been using the console? Doing so disables achievements for the rest of that session.
http://support.gamesas.com/eng/faqlist.asp?sid=185951101103071017172139&pid=400000953&pnm=Fallout%3A+New+Vegas&seid=400002568&pos=Windows+7&top=Achievements
I've noticed sometimes if Steam is doing server maintenance, credit for achievements can be delayed and will mysteriously show up later.