Each of Fallout: New Vegas’s main story DLCs has a collectible snow globe the player can pick up and add to their collection. In the case of the Honest Hearts DLC, the snow globe can be found in the Salida del Sol South in the Sierra Madre.

Quick tips before you set off to get the snow globe:

• Dead Money DLC required. To get this snow globe, you need to have the Dead Money DLC installed. 
• Added to collection instantly. Unlike the snow globes from the base games, the DLC snow globes are added to your collection at the Lucky 38 instantly. This also means that you are immediately granted the reward for finding this snow globe.
• Different reward. Unlike all of the other snow globes, you don’t get 2000 caps for finding the Sierra Madre snow globe. Instead, you get 2000 Sierra Madre chips. 
• Maze-like architecture. Be wary that the entirety of this DLC is deliberately structured in an incredibly confusing and maze-like way, making navigation very difficult even for a seasoned player. Make sure you follow the guide carefully.
• Ghost People present. Ghost People are the signature enemy of this DLC. They are unrelenting, high HP enemies that get up even after you kill them unless they are dismembered.
• Bringing Dean Domino recommended. Dean Domino is a companion that you acquire as a part of the main story of the Dead Money DLC. While he’s with you, he’ll protect you from the cloud (a toxic gas that permeates many areas of the DLC) for a short period of time. Taking him with you will make getting the snow globe far easier.

Acquisition

First, start off by going to Salida del Sol, a part of the Sierra Madre located to the east of the fountain.

Once inside Salida del Sol, go straight until you reach a fountain, then follow the street to the right.

Follow that street until you reach another crossroads. You’ll see the blue glow of a Sierra Madre vending machine at the end of one of the streets. That’s the correct direction.

Once there, you’ll come to another crossroads. One of the paths will be covered in the Cloud. You’ll have to move through there. Follow the cloud until you see the glow of another vending machine.

Once you are by the vending machine, you’ll see a staircase leading up to an illuminated door. Go up the stairs and enter the house the door leads to.

Inside the house, turn left. You’ll see a staircase leading down. Use it to get to the ground floor.

On the ground floor, you’ll see a massive hole in the wall. Use it to exit into the main street.

On the main street, turn right and follow the street until you see a staircase leading up, with a glowing lamp at the top. You’ll know you’re going the right way if you’re going east and you pass through an archway.

Use the stairs to reach a higher elevation.

Jump over the concrete handrail onto the top of an archway and cross to the awning on the other side. 

Follow this awning west (the same direction you originally came from) until you see another archway that you can use to cross to the awning on the other side of the street. Use it.

Keep going west until you find a hole in the wall that leads inside one of the buildings and use it to get inside.

The Sierra Madre snow globe will be on a crate to the left of the entrance.