Spoiler alert: we totally die at the end of Fallout 3. Even bigger spoiler alert: the death is stupid and might end up tainting the entire experience.
Creators can use death in video games (and in the other, lesser, forms of media) to impact players in a meaningful or even cheap way, but Fallout 3 does neither of those things. The end of the game requires the player to enter a chamber where he’ll receive a deadly dose of radiation (think Spock in the best Star Trek movie or Kirk in the worst one). The ending could have made sense if we were the only character capable of going there when required, but we have a party, one that just so happens to feature Fawkes, a sentient monstrosity who’s impervious to radiation. We can even ask him to take our place, but he’ll tell us that he can’t because we’re wearing the opposite of plot armor.
Bethesda
If the developers wanted the main character dead so bad, then why didn’t they come up with a good explanation, or, better yet, why didn’t they structure the game in a way that their sacrifice would have made sense? Hell, they’re the ones making the game.