[@Turboshitter] New Vegas gives you quite a bit on what happened in the first two games, but here's a quick summary:

-Guy falls into a vat of hyper-evolutionary-virus, becomes a mass of flesh that speaks like Microsoft Sam.
-Guy builds supermutant army.
-Vault dweller walks out and fucks his shit up, then retires to Oregon to bang his hot tribal wife.
-Years pass.
-Enclave attacks the west coast because there's too many fuckin' muties. (Not the real reason but close enough)
-Vault dweller's son is sent out to look for some shit, his village gets torched by Darth Vader clone.
-Son (Now called the Chosen One, pretentious fuck) infiltrates Enclave HQ and murders the president.
-Darth Vader ripoff attacks
-"LOL YOU HAD DIPLO BUILD? TOO BAD LOSER, GET FUCKT."
-Darth Vader ripoff ruins your shit over and over until you eventually beat him and he turns into a puddle.
-Town that Vault Dweller saved in the first game is now NCR.
-Chosen One fucks off back home and uses the Geckomagiggy to bring it back.
-Chosen One leads village for indeterminate amount of time before it gets nommed by the NCR.
-New Vegas happens.