A wonderful new mod for Fallout: New Vegas adds a jolly psychic tumbleweed to the game as a critter companion for your party. Windy the Wind Brahmin is a psychic tumbleweed that you can purchase from some mutants at Brooks Tumbleweed Ranch if you have the Wild Wasteland trait—you know, the one that adds silly jokes and weird stuff to the game.
"You can compliment her, pet her, and when she's in your party she'll shoot a freakin' sweet psionic mind control beam which has a chance to make enemies' heads explode upon death. She also has a dozen or so lines of dialogue tied to the main quest," says creator DuncanWasHere, "Also, she flies. Gone are the days of broken tumbleweed companion mods that are more annoying intrusive than novel."
I can only assume that's a (very) deep cut from the modding scene. You can find Windy the Wind-Brahmin on Nexusmods.
The mod contains approximately 100 lines of dialogue for Windy, who'll apparently even comment on main quest stuff which is neat. However, the mod creator does include one very ominous warning. "Warning," it reads, "Windy is a bad influence and may coerce you into committing senseless, unspeakably brutal acts of violence on everyone around you. Install at your own risk!"
I'm not sure how that makes Windy different from most Fallout companions, but I'll take the warning anyway. For all that she seems dangerous, Windy does have a screenshot where she's wearing a cowboy hat, so that seems nice. And helpful for distinguishing the brown-and-yellow tumbleweed from the exceedingly brown-and-yellow terrain of New Vegas' landscape.
DuncanWasHere notes that it'll be compatible "with pretty much everything" except other mods that mess with the unused Wind-Brahmin character from Fallout: New Vegas' files. That's apparently a bit of cut content that is, just like you think, living tumbleweeds.
But Jon, you ask, why is the tumbleweed companion named Windy? See video, below, for answers.