I tell yah, I've played quite a handful of open world games, but no environment has been quite as gloomy as Fallout 3. I prefer lush colorfully vibrant landscapes...not nuclear fallout hell-scapes.
And that is why this game is amazing. If you give it an honest try it pulls you in. You are provided with an experience where you can (if you choose), be a beacon of hope and light in a horrible, desolate, unforgiving world. I found myself peering down holes and tunnels I initially felt timid to explore but pressed on as long as I had my trusty GNR station to keep me company while I faced down radiated evil.
I can't believe this came out in 2008, I did not have the capability of playing it at that time but I'm sure those who did were enthralled.
If you love story and open world games, and feel brave enough, give it a go (its not a terrifying game, but definitely spooky).
Note: I have yet to play New Vegas or Fallout 4 but I feel I must after playing Fallout 3. This game laid the foundation for those entries, and was ahead of its time. 10.