Big Trouble in Big Town
Once you reach Big Town, speak to Kimba and she'll tell you about the captured townsfolk in the Super Mutant controlled police station. There's a door to your front and left (which is a Very Hard lock), and red can be found in a set of prison cells.
She'll tell you about one of her friends - Shorty - who's being held captive in the kitchen. Once you've freed both of them, head back outside and Fast Travel back to Big Town. Speak to Red again and ask for the reward (200 caps) and she'll ask you to defend the town (another optional quest).
At the entrance to Paradise Falls is a character called Grouse who can offer you the chance to catch a few Slaves for him in return for some caps and entrance into Paradise Falls. Once they've been tagged, they'll automatically find their way to Paradise Falls themselves.
To complete this quest you'll need to capture the following people from the following places:
Arkansas can be found in a house at the end of the Minefield Town with a high powered Sniper Rifle trained on your head. We recommend that you use a Stealth Boy to sneak up behind him and blast him unexpectedly.
Red can be found in Bug Town (once you've successfully completed the 'Big Trouble in Big Town' sub-mission), so hit her with the gun and send her on her way!
Flak can be found in Rivet City, but he's rather hard to get that collar on with all the guards and people in view on the boat. You're probably best doing this at night to avoid getting caught.
Susan Lancaster can be found in Tenpenny Tower, but is also surrounded by people, so again, wait until dark to hit her with your gun and collar. Head back to Grouse for a 250 caps payment for each one (as well as a whopping great pile of negative karma)!
You Gotta Shoot 'em in the Head
Speak to Mr Crowley in the Underworld and he'll ask you to kill a few of his enemies in return for some caps and the deed to his bodyguard. To prove they're all dead, you'll need to bring him back a set of special keys which he wants...
You can find Ted Strayer in Rivet City all drugged up. You can use the strength dialogue choice to force him to give you his key without actually killing him. Head to Dukov's place (right near the Tepid Sewers) and inside speak to Dukov. You can kill him, bribe him, pickpocket him or get Cherry to steal his key for you.
You can find Dave in the 'Republic of Dave', which can be found in the far top-right hand side of the map. You can persuade him to give you the key, or you can steal/kill him for it.
And finally, if you haven't done so already, Tenpenny needs to be executed in his tower.
Near Grayditch you'll be approached by a kid known as Bryan Wilks and he'll ask you to clear the town of Grayditch of Fire Ants. Head to Marigold station and as you come across the ants, use a few landmines on the stronger ones to make your life somewhat easier. Inside the station you'll eventually come across a Dr Lesko and he'll ask you to help him out. So head into the nearby tunnel and you'll need to take out five guardian Ants to be eligible for the reward. You can also kill the Queen and the experiment if you like, but you'll probably not get the reward in return. Head back to Bryan and you can leave him there or speak to Vera in Rivet City who'll offer him a home. Go back and tell him to complete the quest.
The Nuka-Cola Challenge
Essentially you need to collect 30 bottles of that glowing Nuka-Cola Quantum and take them to the Nuka-Cola addict known as Sierra in Girdershade. These bottles are hidden all over the wasteland, but contribute to your overall weight, so bear that in mind. She'll give you 40 caps for each one and the Schematics for the Nuka Grenade. You can also offer them to Ronald who wants to bed Sierra, but you won't get a Schematic in return (just more bottlecaps).