Mně pomohlo toto (Win10 Steam):

4) This step solves most random and post-intro movie new game crashes!
Especially crashes when hearing the baby cry.
Shortcut: Optional step 6 now does this for you automatically.

Edit with notepad:
My Documents\my games\Fallout3\FALLOUT.INI
or C:\users\yourname\Documents\My Games\Fallout3\FALLOUT.ini
This may appear as "FALLOUT" in windows explorer.
IMPORTANT: DO NOT EDIT Fallout_default.ini !!! You're in the wrong directory!!!
find (control F) bUseThreadedAI=0
CHANGE to bUseThreadedAI=1
Immediately after this line, ADD this new line:
iNumHWThreads=2