I'm playing through the game again. Don't wanna brag or nothing, but I just freed Raul Tejada from Black Mountain. It's no big deal. Whatever, it was really cool of me, but it's cool.

Was wondering if there were any cool areas that weren't on the map. For example, I always grab that perk that tells you where all the location are. But I was wondering if there were any cool places that you can only find by doing some serious exploring?

Chance's Grave I'd say is an obvious one. Deathclaw Promontory is another easy place to miss and I only just found Lakelurk Cove on my last playthrough. My favourite unmarked location has got to be the Great Khan Armoury.

Carlyle St Claire's House is pretty cool, although it's empty if you aren't doing the associated quest.

There's the Scorpion Burrow, which houses the mother of all radscorpions.

The Deathclaw Promontory is another interesting location.

I always found the pass between Red Rock Canyon and the Remnants Bunker/Jacobstown to be an interesting location and a handy short-cut (if you don't mind the cazadors of course)

The skeleton with a suitcase on the roof of on the Sierra Madre Villa's rooftops. Looks like he almost made it out.
The Sunset Sarsaprilla truck in Lake Mead near Camp Golf.

I found the irradiated roadblock to be somewhat interesting, but thats probably because I thought it was the starting point for lonesome road.
And if you have Wild Wasteland "The One" is pretty cool.

From the top of the Fort looking East in my favourite non-location Area.
Unless you mean actually on the map but not a marked location, the cave under Black Mountain

The mercenary hideout, or the alien landing site wild wasteland will bring the aliens, and you can only do one rewarding you with good weapons.

Everything south of Forlorn Hope and north of Cottonwood Cove was fun to explore for me.

It's just this giant patch of land that really has little to no civilized life within it, but 3-4 interesting locations, some of them kinda difficult to get to. Nothing but Fire Geckos and Legionnaires roaming the area, too.
The middle of the map east of Primm, south of the NCRCF and north of Nipton is another one of those empty areas with plenty to see.
Then I suppose the back road connecting Jacobstown and Red Rock Canyon is also interesting, and a difficult trek.

The fedora wearing skeleton in the fridge.

Indiana Jones, NOOOOOOOOOOO!

Surprised no one has said it but MR.House's LS chamber.

-Theres a cave with fire geckos for the quest bleed me dry that has a hunting shotgun that catched my attention cuz i once entered it preety soon.
-The deathclaw promontory or whatever its called
-The mountains near jakobstown
-Outside of the natural map(just for the feeling of cheating the game itself)
-The sewers

Are all worth a visit

I have to sany any number of the sewers in the game are pretty awesome.

the deathclaw breeding grounds east of the river was good
the great khan supply caves .. nothin too interesting about them tho..
sewers were nice and yea the mountains above red rock canyon accessed through the jacobstown area
north westish direction of beers bootlegging shack for some nice loot

The train tunnel was pretty cool

I fell through the floor so many times!

Holy hell I forgot the sewers. Those things were HUUUUUUUUGE.

I haven't done too much exploring of the sewers. Way too much time spent in Fallout 3's subways I guess.

GOD I HATED THAT IN FO3, I couldn't get ANYWHERE in DC without having to go through a [censored] metro.

Just like all the previous posters said, Deathclaw Promatory, New Vegas Sewers, Chances Grave, Lakelurk Cove. I haven't played this game in 6+ monthes, but I remember after playing 700+ hours I wanted to explore outside of the map boundaries. I glitched out at the Airport south of the map (sorry I forgot the name), and wondered around all the way around the entire map. Its interesting, When you get to the place where all the ghouls are (again, forgot the name of the location) theres a bunch of shacks and crators, it would've made an awesome "ghoul" town or something. Great game.