We've already known for a while that Fallout: New Vegas will have a definite ending. 1Up asked J.E. Sawyer for more details:

We put a lot of effort into the ending slides -- we know those slides are really popular with people so we want to make sure there's a huge amount of variety and reactivity with that stuff. We weren't really focused on new features so much as to add a really rich sense of reactivity to the players and the choices they make.

We want to make it a definitive ending. Initially, we talked about trying to support post-game play, but because the changes that can happen at the end of the game are pretty major, this is what it basically came down to: either have the changes feel really major in the end slides and then have them not be very major after the end of the game, or make them really minor and not that impactful. And we feel it's better to say, 'you know what, we're just going to end the game, and the changes you made can be minor or really really big, but because we can't script all the changes to the Wasteland to let you keep playing, we're just going to stop it there.' But we do let the player know when that's about to happen-- a sort of, 'the end of the game is coming, so we're saving your game right now, so if you want to keep your game going, you can, otherwise, it's about to be over.'

While Destructoid talks to Jason Bergman:

We tell the full story of every one of your companions through the end of their lives, and it's weird to do all that and then jump back and say, "Okay! Now you can keep going again." So we end the game, and if you want to do other quests, then you go back to that save game before the end sequence.

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