I also should point out, for New Vegas in particular, the Tutorial is nicely integrated into the game itself, instead of seeming separate. In fact, all of Goodsprings more-or less could be called the "Tutorial", and it does a better job of blending into the game itself than even Fallout 3's, somehow managing to feel compelling, yet entirely unnecessary, where Fallout 3's feels a slight burden of necessity by contrast.
You could end the Goodsprings tutorial at any time after leaving the doctor's house. In fact the powder gangers quests were easier to do if you skipped out after killing the gecko's at the wells then going back to take care of things in Goodsprings.
I thought that the Tutrorial in Oblivion was fun but a chore to do over if I just wanted to make another character, or if I didn't like the one I was playing once I got outside.
I have faith that Skyrim's tutorial will be quick and painless, unlike the executioner's axe I'm sure. I just hope escaping doesn't automatically make me the enemy of a powerful faction of the game.
Maybe we are freed by accident during a dragon attack. We'll find out.