If you are trying to this specific version, here are the most common things you need to know to get it working on modern systems:
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Fallout 3 famously struggles with CPUs that have more than two cores. You often need to edit the fallout.ini file: Find bUseThreadedAI=0 and change it to bUseThreadedAI=1 . Add the line iNumHWThreads=2 immediately below it.
To prevent crashes due to memory limits, ensure the executable is patched to use 4GB of RAM instead of 2GB.
If you are playing on a laptop with integrated graphics, the game often crashes on startup. You will likely need the Intel HD Graphics Bypass package (d3d9.dll) to trick the game into thinking you have a dedicated video card.
