I just recently bought all of the DLC, Honest Hearts, Old World Blues, and Dead Money from Steam. Now, I launch the game, but the Esc button no longer goes to the main screen anymore, so after watching the logos go buy, I make it to the title screen. Now, it just shows the picture of the Ranger and plays the music, but the screen never switching like the normal title screen, and the "Fallout: New Vegas" and the Load, continue, etc never loads either. I cannot play anymore, and even after disabling the dlc, I still have the same problem.
Edit: I noticed some odd files in my data after that that I have never seen before. OLDWORLDBLUES.NAM, DEADMONEY.NAM, and HONESTHEARTS.NAM. Is this normal?
Edit: After repeatively trying again, Steam Updated it, and the games works now.

I share your pain.

Bought Old World Blues today, after installing I had exaxtly the same problem like you. No menu on the right corner of the title screen. I tried to reverify the files on steam. Steam then said it would download one file of the size of 600MB. I went out for a smoke and when I was back steam was going to redownload the whole game. WTF I have the box version! Why would I download all manually. Okay so I have to install the game again and than download the load of patches and 3 dlc's.