Righto, i was unable to open new vegas on my mac for freakin ages and really it isnt tutorials your looking for, most of it you just pickup on practise. Be prepared to fail, you'll have times where you need to re-download and such.
First you need a version of the game (i recommend just searching fallout new vegas on the pirate bay, the skidrow one is good.)
the file size should be between 5-12 gb. this file when downloaded should come in either a folder with contents or a zip. (also the unarchiver). then usually un-zipping will come out as a mac app like thing, or the folder will have an app in it. Now you need to drag this app to your applications, you could copy paste it there so if you stuff something up you can keep a fresh one on your desktop. The whole directory to editing files to fallout new vegas is by right clicking, then selecting show contents. If you have ever modded minecraft this is just like that, except the files you need aren't in application support, they are in the actual apps contents.
Now there inside will be a couple of folders and a thing called wineskin. Now run wineskin and it will come up with a menu i at first found confusing with wineskin first i want you do go set screen options, set wine control to override, then the rootless mode to fullscreen. The rest of options you may set to your own pleasure. Head back to the wineskin menu. So basically wineskin is used to make things windows ---> work on mac, like .exe files. I found i could get the whole game running without wineskin sometimes, but what you want to do is go advanced> browse in the windows exe section (the top of advanced under configuration) > while browsing it should start in drive_c if it doesnt then select drive_c> program files> bethesda softworks> fallout new vegas> then in here will be two exe files if you look closely, one will be falloutNV.exe and the other will be falloutNVlauncher.exe. the difference is, if you choose the non launcher one when clicking the app it will just open directly to the game, so no launched sub-menu will appear. If you choose launcher, before the game starts up, it will come up with a launcher, this is the section modders choose because it enables you to setup mods (which im still learning to do, ive had a few problems with keeping the mods ticked). So pick which ever exe file there out of the two, i do just recommend the launcher one, because it benefits most. However if your just sick of all this setup then go for the falloutNV.exe. basically wineskin will now save that file as the kinda thing that runs this. (dont ask me how) and it should be working. so just go to your applications and the fallout new vegas will be there around all your apps starting with F. Unless you didnt drag it there before like i told you to. just launch the application via double clicking/open no need to show contents and if you used the falloutNV.exe it will open to the games main menu directly, if you have the falloutnvlauncher.exe it will come up with the launcher, all you have to do is click the big shiny PLAY button and it will open the game.
Just like to mention, im not trying to be a big time tutorial guy or take anyones position here, im sure my post above has flaws and i dont really need to be aware of them. so i guess you can criticise anything ive said all you want, but im just posting what i would have wanted to see when i was first setting up FONV. I dont plan on making tutorials or anything. so peace.