Some ambitious modders have decided to try to add multiplayer to Fallout 3 on the PC, and so far it looks like they are going to be able to pull it off. The Vault-Tec Multiplayer Mod is a server framework that will connect players into a shared world.
There have been failed projects like this before for The Elder Scrolls games, but this one actually seems like it could work. A pre-alpha is available to download, if you are feeling brave. I hope they do manage to get it running, because it would be awesome to run around the wasteland with a friend (or in my case, my girlfriend).