Caravan is an in-game card game you can play against NPCs in Fallout: New Vegas. It is a great way to earn Caps to build your stash, and has two achievements/trophies connected with it for players who are trying to earn them all. However, the game can be confusing at first, and you may lose all your hard-earned Caps if you don't understand the rules and different strategies that will give you an advantage over the NPCs you are playing against.