Since there are mods out there that allow for cars (XRE - Cars!), and Fallout 3/NV use the engine of Oblivion (If I am correct) there should be scripts from the oblivion horses. There have been plenty of mods that got ported, so why not a vanilla part of the game? Think of how badass it would be for cowboy type characters such as myself.
Anyways, time for people you yell at me in the comments about how stupid I am and how this is a terrible idea