With the exception of Honest Hearts, I'm curious as to the real life locations of the Big Empty, Divide, and Sierra Madre. What are your thoughts?

Sierra Madre: Northeast of Las Vegas, while still being in Nevada (No gambling in Utah).
Big Empty: Northern Nevada?
Divide: Southern California

http://www.falloutwiki.com/Big_MT#Behind_the_scenes, there are three places called Big Mountain. Of the three, I assume it's the one in Arizona. (because that one is also called Black Mesa).