Hmm I’ve played all the games mentioned in this thread so far (besides Borderlands) and the only one with an open-world like Fallout 3 is Oblivion which I recommend you check out. It is also made by the same company and the engines are pretty much the same except Oblivion is older.
As for PC, there are tonnes of online RPGs that you can play with other people. Some you have to pay a subscription, but others are free (but less good understandably).
/edit: Although Fable 2 is pretty good and recommended if you like classic RPGs. It isn’t as open as Fallout 3 though. Just depends how “open” you want a game really :D.
/edit2: Oops missed out Farcry 2. It’s a sandbox FPS game but the amount of customising is limited compared to Fallout 3. Most people recommend it if you are a fan out Fallout 3 though, including me.
/edit3: Although a game that has bad reviews, Two Worlds also fits your criteria. I haven’t bought it because of the reviews though. Similarly Risen is an open world RPG, but I have played it and hated the combat (on xbox) and general controls were really sloppy. However it looks more promosing on PC so I recommend you give it a try. Hopefully you can find a demo somewhere.