Fallout is a very dark series, but its tone is more black comedy than anything. Fallout 3 is the darkest game, but the others aren't exactly lighthearted either. I think the darkest part of Fallout 3 was the Tenpenny Tower quest, simply because every answer sucks in the end. Both sides are assholes, neither want to work together, and the methods for dealing with either side aren't pretty. Either that or the quest at Oasis, both are pretty fucked up.
What did you think of the story to Fallout 3? I thought writing wise it was pretty garbage, but that it was a lot of fun and at least had a lot of variety. I thought New Vegas' story as a whole was weaker (aside from that amazing first act), simply because it was less fun to play, no matter how well written it was.