The Elder Scrolls 4: Oblivion 
Fallout 3 Overall Comparison This was a tough one... And i know a lot of people will disagree with me here!
'Oblivion' is a vast open world fantasy RPG that gives the player plenty of places to explore, items to pick up, as well as a vast array of weapons to hack the enemy to pieces with. Fallout offers the same, albeit in a post-nuclear world that is more realistic and sci-fi than fantasy.
'Fallout 3' is a great game. A really great game. Bethesda have expanded the game engine to bring greater details to the environment, the tunnels, forts, vaults, etc etc all vary in atmosphere and detail. The scope of the game itself is also incredible. However, the main issue is that the main quest is pretty short. Additionally, the main quest is possibly one of only a few quests that are interestingly put together - many of the other quests i found myself embarking on were, although not unimaginative, a little bland.
Quests such as Oasis were bold and striking in comparison to the Fallout environment, and were a pleasure to play, but these quests were few and far between. In Oblivion, it was the same, there were a few quests here and there that really opened up the environment and highlighted the imaginative ability of some members of the Bethesda team. Garridans Tears was eye opening, and The Dark Brotherhood plot line was eye opening and full of twists. Although both games seem to suffer from this, Fallout seems to suffer the worst: There seemed to be more small interesting quests in Oblivion that kept me playing than in Fallout.
Now, i understand that this next arguement is alittle unfair. SHIVERING ISLES! Now Shivering Isles, the expansion to Oblivion is the most honed, imaginative, addictive thing i have played by Bethesda. The added expansions to Oblivion like Shivering Isles opened up the game world; adding to its replayability. Shivering Isles is what i think every Bethesda game should be like. The Bethesda titles are great games, but seemed to get bogged down in the mundane, whereas some of the expansions they release would almost be great enough as stand alone products.
Nevertheless, Fallout 3 lacked enough uests to keep me interested, in Oblivion, a good amount of NPC's had some small quest to do, or something to tell you, whereas, in Fallout alot of the people seem vacant and useless. There is one major quest, and about 8 minor quests, and then a further 30 or so minor minor ones which simply involve you talking to people, finding people, or shooting things. In Oblivion, I felt that the quests were far more extensive..
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Comments
I guess my point is that I actually felt connected when going on through all the quests. I actually cared about achieving the outcome that I was shooting for, and the reasoning behind it. For example, in Paradise Falls I actually felt the need to rescue the kiddos. In Big Trouble in Big Town I really did want to help those folk. It just felt like more of a living, breathing world to me.
It's not like when I play WoW and I absolutely do not care one way or the other what happens.