You can refuse to do what he says and let him explode the collar.
In Dead Money Elijah kidnaps you at the beginning, strips your gear, and straps an explosive collar to your neck.Though he was well loved by Caesar, and thus probably lived quite nicely, he considered having to serve the Legion (even in comfort) a Fate Worse than Death. In a moment that he is unguarded he guts himself with a scalpel. In Arcade's Legion ending, as long as Caesar lives through the end he becomes Caesar's personal physician.You can go to the minor factions and ask for their help in creating a free Vegas or you can wipe them all off the face of the earth! I Can Rule Alone: The Wild Card line of quests provides this option.
In addition, Corporal Sterling and Ranger Milo call their repeaters 'la Longue Carabine' and 'Carmine' respectively.