They Went That-a-Way

They Went That-a-Way is a main quest in Fallout: New Vegas. It is also an achievement on the Xbox 360 and PC and a silver trophy on the PlayStation 3.

Synopsis
After getting stitched up and enlightened on some useful wasteland skills, the Courier leaves Goodsprings to track the man that shot them in the head, visiting many settlements in their search for clues.

Walkthough

 * 1) Travel south of Goodsprings to Primm; find Johnson Nash in the Vikki and Vance Casino and ask him about the Mojave Express, as well as any clues as to who tried to kill you.
 * 2) Help Deputy Beagle, who has been taken hostage by the escaped convicts, escape the Bison Steve Hotel. Afterwards, question him about the man in the checkered suit. Alternatively, pickpocket or kill Beagle to get Deputy Beagle's journal, which provides similar information.
 * 3) Head east to Nipton. Continue through the town and head north to Novac.
 * 4) Once in Novac, ask Manny Vargas about the men who shot you. He is in Dinky the T-Rex during the day and his room at night. He will need be convinced to share what he knows; using a Confirmed Bachelor speech check or completing Come Fly With Me fulfills this.
 * 5) Travel north-northeast to Boulder City and question the Great Khans holed up inside about the whereabouts of Benny.

Behind the scenes

 * The name of this quest is a frequently used and parodied line from Spaghetti Western B-movies, much like, "Let's head 'em off at the pass!"
 * When you first talk to Jessup, one of the possible responses to his surprise at your survival is "I got better..." This is a cultural reference to the villager in Monty Python and the Holy Grail who was allegedly turned into a newt, but then "got better".
 * The freeform structure of the quest and the ability to complete side step Novac, Boulder City, etc. was directly inspired by Find the Water Chip from Fallout where the player could skip all events in between and head straight to Necropolis.