Fallout 3 and Fallout New Vegas are two of my favorite FPS adventure games. They're right up there with Skyrim and Mass Effect in terms of immersiveness, open world wandering, adventure, and impacting the greater world around you (well, okay, maybe Mass Effect is more on rails, but it's still a damned good story).
Haven't played Fallout 4 yet. My niece and nephew have it on a PS4 but I'd never tried it. I would love to try it though.
Fallout 76, I don't have much interest in.