Rescue Sinthia

If you spend a night in the Crash House Hotel in Junktown, you'll wake up to find the hooker Sinthia is being held hostage by a random raider in the room adjacent to yours. Naturally, your wake-up call is Marcelles begging for help to diffuse the situation.

Peaceful solution
As soon as the raider can see you, he will initiate dialogue (if you're the type to save before doing something important, make sure not to save whilst in his field of view or it will be impossible to resolve this peacefully if you reload that save.) When talking with the raider make sure to reassure him that no one's going to hurt him, and basically cave in to his demands. If your speech skill is high enough, you can convince him to leave without a fight, but unless your speech skill is well developed, you may need to pay him either 100 or 200 bottle caps, depending on what you say and when.

Combatitive approaches
Another solution is to begin talking with the Crazed Raider in a calming manner. If he says he needs think about it, walk in on him. He will attack you instead of Synthia, and you can kill him and save her.

Again, like the above option, talk to him in a calming manner and he'll say he needs to think about it. Now, before walking in the room activate the sneak ability. If it's high enough, you'll be able to sneak behind him without him detecting you. Don't bother pickpocketing him, as his weapon will not appear in the steal menu. Instead, shoot him and you'll knock him unconscious. At first, Sinthia will think he's dead, but the game confirms he's not.