The Burned Man was one of Fallout: New Vegas' more interesting characters, even if you only ever heard legends about the poor guy. He's involved with the game's second add-on pack, Honest Hearts, which is out now for Xbox 360 and PC.
This downloadable content takes place in the stunning Zion National Park, which is a good fit for the aforementioned character and, more broadly, Fallout. If you're wondering about the PlayStation Network version, it's been pushed back, according to Bethesda.
On a slightly related note, my favorite part in New Vegas was trying to take on all of Caesar's Legion with Boone. There was a lot of loading involved, but we eventually accomplished our mission.