adamhm: It's funny that this discussion should pop up, as just this weekend I was preparing my copy of Fallout 3 GOTY for archival & getting it to run on Linux. Testing it in Windows 7 before I used the fake xlive.dll to disable GFWL I found that the game would crash immediately whenever I tried running it. However once the fake xlive.dll was installed it worked just fine (although I didn't test the gameplay so further tweaks may be needed to fix any issues there)...
Probably because the Gamebryo engine is temperamental, you never know what combination of driver, OS, hardware and just regular game/engine bugs will cause it to crash.
Still, they are both (IMO) an amazing amount of fun.
I've finished both of them at least three times each, even when the third playthrough of NV was crashing every 30 minutes.
Heck, I'm even playing NV for a fourth time these days.