I don't know anything about Oblivion (never really had the patience for this particular game).
What I can tell you though is this:
New Vegas was published by Bethesda. Obsidian developped it using the Gamebryo engine. The thing is, a great bunch of Obsidian quests aren't really compatible with the engine (so it crashes).
That's why the DLCs are pretty much straightforward and the indoor environments are small, they can't provide support for the DLCs, only for the vanilla parts of the game (and I don't think we'll see another patch or whatever, the story arc pretty much ended with Lonesome Road).
Then there's the modding issue, maybe that's where the problem come from.
I wasn't able to install Fallout 3 for a full year on my computer (that's why I bought New Vegas on Xbox). I tried everything but it would just crash. Then (no patch came out, nothing), one day I tried to play it again and it worked! Just like that for no reason.
