If in NV open up the wheel and tell them to, I forgot how in 3, and in 2 they need a health item or you can do it with doctor or first aid.With Stimpaks, duh!
In casual mode in New Vegas and Fallout 3 they'll heal to full automatically after combat, and I believe fast traveling and resting (if you rest). If they're injured out of combat (falling, tripped a trap, gun accidentally went off, you thought rex was a nightstalker, all jumping out of the shadows like that, etc.) you can tell them to heal themselves through the companion wheel, or through regular conversation. In FO1 and 2 just use a stimpak or first aid kit or whatever on your follower.