The following is based on Van Buren and has not been confirmed by canon sources.
The distant community of Jericho is located near the shore of the Great Salt Lake. It was once the Jericho water plant and part of the larger town of New Canaan, but that town was destroyed seven years ago by rioting refugees from the war in the west. Jericho is a rough frontier town, but Sheriff O'Connor keeps a firm grasp on the town. The water desalination plant is the source of Jericho's prosperity, and brahmin-pulled water caravans from Jericho are becoming an increasingly common sight in the wasteland.
The Jericho water plant is all that remains of the Mormon city of New Canaan. The Mormons had struggled to be a moral center for the wasteland, outlawing drugs, alcohol, and slavery, as well as offering their own limited resources to refugees from the war in the west. The Mormons' charity proved to be their downfall. Due to constant incidents of "immoral" behavior, the Mormons kept all non-Mormons outside the town walls. The refugees grew in number, and the Mormons could not give away as much food and water as they once did. Hothead refugees spread the false belief that the Mormons were living like kings inside their walls while everyone else suffered, and a large number of refugees battered down New Canaan's gates and overran the small Mormon militia one evening, and in a single night of arson, rape, and murder, New Canaan ceased to exist. The Jericho plant itself survived only because a number of refugees who wanted nothing to do with the slaughter in New Canaan barricaded themselves inside it, keeping everyone else outside, even terrified Mormons who were screaming to them for help.
Nowadays, the water plant is the centerpiece of a small community, and not surprisingly, the community's chief export is fresh water. The scarcity of water in the wasteland has proven to be quite profitable to Jericho, and the town is thriving.
New Canaan was mentioned several times in Fallout: New Vegas, so Jericho was previously assumed to be non-canon. However, the destruction of New Canaan in Honest Hearts leaves the canon status of Jericho unclear.
The leaked version of the Jericho design document was the result of merging the original Jericho with New Canaan, after the latter was cut from the game because of time constraints. No document for the original Jericho was ever released, but some information about it was leaked.
The town was designed to feel a lot like the town of Lago in High Plains Drifter, in that an air of guilt hangs over the town like a miasma.
The name of the town is probably a reference to the West Bank settlement of Jericho, a town with Biblical significance.