Okay, first of all to do this glitch you need to delete the patch that was recently put on Fallout (don't worry, you can re-download it once you're finished).

There's a cheat in Fallout New Vegas that has been around since a day or two after the release that people have been using to get an unlimited amount of caps fast.

1) All you have to do is have the quest "My Kind Of Town" (Found in Primm) finished to do this. (If you just finished the quest, leave Primm for at LEAST 3 days) then return to Primm and enter the Vikki and Vance Casino.

2) Some powder gangers will enter the casino after you, deal with them (any way works) then exit the casino and leave Primm to wait for another 3 days.

3) When you come back to Primm, go to the Vikki and Vance Casino again and there will be a bank teller there. Buy as many chips as you can (you can buy them from her).

4) Now when you go to trade the chips in for cash, she will ask you what kind of payout. Just say caps and she will give you the same amount of caps that you have of chips, the thing is, she doesn't actually take any chips out of your inventory. So you can continually ask her to exchange the chips for you.

What I did was just bought around 8,000 chips then saved up enough caps to buy 100,000 chips and did the glitch over with that many. It makes it go by faster when you are getting 100,000 caps each time you exchange chips.