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Fallout: New Vegas Game Add-Ons (DLC) Hints
Escape the Sierra Madre Vault before your collar explodes.
1 of 7: Quicksave as soon as you get this objective, since you'll have very little time to complete it -- unless you did the "(Optional) Sneak out of the Vault's chamber area undetected, trapping ..." objective instead of fighting Father Elijah, in which case you could've gotten a huge head start.
2 of 7: IMPORTANT NOTE: If you're over-encumbered, drop whatever you have to so you can run, even if it means leaving a bunch of valuable gold bars behind. If you killed Father Elijah, it might be tempting to go loot his body, but it's really not worth the time or encumbrance (especially since his gauss rifle is probably broken).
3 of 7: If you're not already in the enclosed structure that's at the central chamber's SE corner, run for it.
4 of 7: Go back down the tunnel to the area with the security holograms, but don't worry about them. Just run across the room to get to the next tunnel.
5 of 7: Keep retracing your route all the way back to the elevator you entered the vault through. You have no time for side trips or looting now, so just get there as fast as you can. And watch out for a couple of walkway gaps along the way that you'll have to jump without slowing down.
6 of 7: If you make it to the elevator before your collar explodes, use it to get taken all the way back to the starting area in the Villa.
7 of 7: The Dead Money quests are now finished, and you can use the south gate to return to the Mojave Wasteland and view the ending cut-scene. However, once you leave the Sierra Madre area, you can never go back. See the Post-Quest Notes for more details.