In the Fallout series it is a lot more direct. There are crazy people in the wastelands, gangs, people who don't care about anything but themselves, very Mad Max. There are people living in towns who act like a family from a 50's sitcom and commit terrible acts in secret. And there's Vault-Tec, the company who created the Vaults, in which a number of people survived the nuclear holocaust. A more in-depth explanation of the story is here, but in short, each Vault (there were only 122 built, despite the large population of pre-war America) is a sociological experiment designed to learn more about human nature. Completely aside from issues of 'normal' scientific ethics, many of these experiments resulted in truly awful things.
The games are both set in various places in post-war America, a few hundred years from now, where the player gets to travel around on their own, but Vaults still play a role in the game. In Fallout 3 you start out in one, and in both games, there are several you can find.
Ok, now for anyone who hasn't played the game, go out and buy it and play it first - right now, stop reading this post. Seriously. I mean it. It's for your own good. I don't exactly give a spoiler, but it's enough that I wouldn't have wanted to read it before I played through it.
Vault 11, in New Vegas, is a really intriguing story. You enter the vault, and find election posters for the Overseer Elections - where everyone is campaigning NOT to be elected. You have to search through the vault to discover more about what happened here, and the picture that forms is very, very grim. When I first entered Vault 11, I thought to myself, 'What could make someone not want to be elected?' Obviously there must be some negative consequence to being Overseer.
As an aside, I am a huge fan of Terry Pratchett books. The more I read them, the more I realize that they have huge substance and thoughtfulness underneath the interesting storylines and hilarious writing. Every time I reread one, I get more out of it than I had the previous time (I will be really sad when eventually this stops happening, as I suppose it must when I've gotten to 20 or 30 reads). One thing that Terry has done, way moreso than I had first realized, is incorporate a lot of historical and mythological references in his work. Plenty of these are things I don't know because I'm just not a history or literature buff; a few I don't know because I'm not British. Reading The Folklore of Discworld, a discussion of many of those references, opened my eyes to a lot of them. Anyway, in several of the books, and in the Folklore, Pratchett references The King of the Bean, which is something many people have heard of, but far fewer know its origins, apparently. And again, I'm not going into them here. I told you to stop reading a while ago, and you didn't listen. Once you've played at least that far in Fallout: New Vegas, then you can google it, or even better, buy your own copy of The Folklore.
King of the bean, indeed. I was right. And the entire story, all put together, made me feel like I'd been punched in the gut. One example I can compare it to is the first time you saw the Matrix, or the Sixth Sense, and when the reveal came, it hit you hard. Now those movies are as much jokes as they are taken seriously, but I still remember how amazing they were the first time through.
So far I'd been enjoying F:NV well enough, but this is something else entirely. This little piece of the game, at least, is thought provoking. And fucking creepy.