The worlds are of course fantastic, but let's not forget that Bethesda created the ES world ages ago when they could still afford to devote lots of resources to writing, and Fallout's world wasn't created by them at all.
That said, I thought Fallout 3's mapmakers did the best job I've seen yet of really driving home the Fallout atmosphere with their work. All these little places that really have no point but as a mark "people used to be here," little odds and ends tucked away in corners that tell a visual story if you just look carefully... they nailed the setting, and they did it with a surprisingly large degree of "show, not tell," which was nice.