Go to Primm, clear out all of the escaped convicts and complete the quest for a new sheriff.

Wait a few days and the casino should have black jack and roulette tables open now.

Win at least 4000 caps until they ban you from the casino. Then cash in your chips for caps.

Usually it would take the chips you have, but they dont leave your inventory.

So you can keep cashing in your chips for caps as much as you want. I accquired about 480,000 caps from doing that.