If you are anxiously awaiting the release of Fallout 3 and want to raise your level of anxiety a notch, you can pre-download Fallout 3 via Steam at this very moment.  A few games have done this in the past, the most recent being Spore.  Instead of going to the store and getting your copy of the game, you simply purchase the game online through Steam.  Steam then allows you to download the game the moment you’ve paid for it, which will then unlock itself at 12:01 AM October 28th. 

All of this is assuming you have a PC, and that this is where you plan on experiencing Fallout 3. If you have an Xbox 360 or PS3, you will have to wait for your local midnight launch party or until the morning of release day to call the game your very own.