UPDATE 8/19/12: If you've played New Vegas recently you've probably noticed that this tactic no longer reliably works, and the merchants who have enough caps to make Caravan a worthwhile endeavor will only play you 5 times. I kind of like it better this way, because the games are more interesting and challenging. I still lose sometimes on bad hands. It really is a fun game if you take the time to learn it, and consider the full implications of the face cards.
Good luck! The original post will continue below...
Caravan is a card-based minigame within Fallout: New Vegas. A whole bunch of NPCs will play it with you, for varying amounts of caps.
It is also incomprehensible.
The rules provided are terrible. A fucking tutorial would have taught in minutes what a giant block of text couldn't explain in hours. But here we are.
There are a number of youtube tutorials on how to play, and to Bethesda's credit, it's actually a pretty fun game once you understand what you're doing, and how to fuck with your opponent. Only problem is, the opponent AI in this minigame is a bit thick (at least so far in the game). Once you get a few tricks under your belt, it's practically a guaranteed win as soon as you start. Maybe later on better NPCs will put up a real fight, but nothing so far. Just free caps.
But if you just need the caps, why bother learning to play, planning out your strategy, or giving a shit? Just do this for free caps forever. (or at least until they patch the obviously flawed rules of their game)