First, visit Mr. House and after complimenting his snow globe collection, you will be able to sell your snow globes to Jane for 2,000 caps apiece. They will then be displayed in the Lucky 38 presidential suite on a stand. When the player finds a snow globe in one of the add-ons, it will automatically be transferred to a shelf in the presidential suite and the player will automatically receive the 2,000 caps.
When you first visit Mr. House in the Lucky 38 penthouse, you will be greeted by Jane, the Securitron immediately in front of you as you exit the elevator. She is also the only Securitron with a woman's face. To give her the snow globes you must exhaust the dialogue option "What's with the snow globe collection?" and then state, "I have some snow globes for Mr. House's collection." Note that if you kill or disable Mr. House, she disappears. There are seven snow globes in all, excluding the add-ons. Jane will give you 2,000 caps for each snow globe and, after selling them, each one will be added to a display stand in the presidential suite.
Vault 21, in Sarah Weintraub's room. Walk through the Vault 21 gift shop into the Vault itself. Go down the first and second staircases, turn left, move down the hall past your room to Sarah's and pick the Average lock, keeping in mind that you will lose a miniscule amount of Karma. The snow globe is on the night stand directly in front of you, in between the two beds.
The snow globes found in add-ons are not part of this quest, but still pay the 2,000 cap (or Sierra Madre chip, in the case of Dead Money) finder's fee. Their locations can be found on the snow globe page.