I'm a big fan of the Fallout series as a whole. Fallout 1 and Fallout 2 were funny but it really took Fallout 3 to fully realize the world that they created for the previous two video games and it's a truly spectacular place to visit. The whole mystique of the 1950s is deconstructed and the constant references to the science fiction of the period overlaid with some genuine pathos from the horrors of nuclear war is surprising. I mean, seriously, there's some tremendous mood whiplash in the game where you might one minute be fighting giant fire breathing ants to the next visiting a house where a family of skeltons is cuddled in bed, having died of radiation poisoning.
Fallout: New Vegas isn't QUITE as good, but it's still got some great stuff going for it.