Any particular reason why it doesn't show up in my list of games in Steam? Dead Money and Honest Hearts do.

Yeah same with me, I still have it so it doesn't bug me much. But still, it should say I have it.

It doesn't show up in your games list because they aren't games. They are added content. If you look in your data folder in you Fallout folder in the Steam directory it will show Dead Money, Honest Hearts, Old World Blues, and Lonesome Road (when it's released).

You can even take those files and copy them to a disk if you are so inclined to do.

If hh and dm shows, u got a problem tough