There's an occasional misconception that getting shot in the head in New Vegas gives you amnesia, but that isn't the case.
I know that some people think he's from NCR because he never asks about NCR, so he doesn't have amnesia.
But it's so paper thin, I want to say it doesn't count. For all intents and purposes, the courier plays 99% as amnesiac.
Being from a vault really gave a good explanation for not knowing the world. In FNV, there's no explanation at all that the courier has no past from before being hit on the head. The elephant in the room is ignored.