More DLC details have been released.

"Honest Hearts" is set in Utah's Zion National Park. According to the announcement, "things go horribly wrong when your caravan is ambushed by a tribal raiding band. As you try to find a way back to the Mojave, you become embroiled in a war between tribes and a conflict between a New Canaanite missionary and the mysterious Burned Man. The decisions you make will determine the fate of Zion." Honest Hearts is out May 17th on all formats.

Following up "Honest Hearts" is "Old World Blues," planned for release in June. This pack will be set in and around "the Pre-War research centers of the Big Empty," a location that was hinted at in "Dead Money," where your mute companion was experimented on. Apparently you get unwittingly forced into similar experiments and it's up to you to escape.

"Lonesome Road...brings the courier's story full circle when you are contacted by the original Courier Six, a man by the name of Ulysses who refused to deliver the Platinum Chip at the start of 'New Vegas.' In his transmission, Ulysses promises the answer as to why, but only if you take one last job –a job that leads you into the depths of the hurricane-swept canyons of the Divide, a landscape torn apart by earthquakes and violent storms. The road to the Divide is a long and treacherous one, and of the few to ever walk the road, none have ever returned."

Source

lord I should never have ordered my Vegas copy from Zavvi and just have found someone from the US to walk into their local gamestop for a $20 copy and have been cheaper off to boot :(

10~15 delivery days average and I'm only on day 8 and already checking the mail box over and over :E

Well, that shoots Aliasalpha's theory. Looks like Lonesome Road will be the New Vegas equivalent of Broken Steel.
I bought my copy from Zavvi as well, and they are absolutely awful at delivery times. Don't be surprised if it doesn't turn up this month.

;_;

Maybe I can still find someone and just sell off the copy I'm getting :E

I doubt they would have done it but it might have been worth asking if they could e-mail you the CD-Key before it was shipped. The game uses Steamworks so you could have activated it and be playing it while waiting for delivery.
Not quite. It's likely each DLC will raise the level cap and add more items and perks like Dead Money but there is no reason even Lonesome Road can't be played before the battle of Hoover Dam.

Honest Hearts trailer now up link