OK. I had this problem before when I was trying to install Onix ENB. Whenever I look in certain directions, I would see through textures and it was annoying, but I found a fix. Go to your Steam library and right click on your Fallout New Vegas. when you right click go to properties. On the first page of properties, there should be a little box that has a check on. Untick the box. After that, you should be good to go. If you have any other problems with this fix, I can't help you. I found this out by messing with my Steam settings to see if it was Steam making the problem. If it works for you, show me some pics if you desire. my mouth always water when I see a good ENB screenshot(especially for Skyrim). Have a great time with post apocalyptic adventures.

-Dantefettman

P.S: Oh yeah, and another thing, the little box that I told you to uncheck, that box is for the Steam overlay. The Steam overlay is for notifications like messages and stuff while you're in game. Don't worry. This will only apply for that specific game. It will not apply for all the games in your Steam library.