Well I don't know where the series as a whole is going BUT the next rumored DLC for New Vegas, called Lonesome Road, focuses on The Courier(player) and the courier that was supposed to deliver the Platinum Chip (his name is Ulysses). Apparently Ulysses disappeared after he figured something out about the Platinum Chip to an area called "The Divide". In typical Obsidian fashion there are small clues pointing towards this area scattered throughout NV and its current DLCs.
http://fallout.wikia.com/wiki/Lonesome_Road_%28add-on%29
http://fallout.wikia.com/wiki/Ulysses
http://fallout.wikia.com/wiki/Divide
Useful links:At some point before the Second Battle of Hoover Dam, Ulysses contacts the Courier via radio transmission, promising to explain the incident in Primm in exchange for one final job. Depending on how Dead Money ended,The battle is said to take place at the Divide, "beneath the torn skies and the old world flag", between the two couriers, "each carrying a message for the other".the ending slides say that word would eventually reach both Christine and Dog of some sort of a battle in the future.
http://fallout.wikia.com/wiki/Lonesome_Road_%28add-on%29
http://fallout.wikia.com/wiki/Ulysses
http://fallout.wikia.com/wiki/Divide