Pete Hines, of Bethsoft (like no-one knows that already), mentioned in a Eurogamer interview that there won't be a Fallout 3 Demo released.
"And it doesn't really capture the fun of a game like an Elder Scrolls
or a Fallout, where you can go where you want and do what you want. So
no demo, sorry."
While the rest of the latest Eurogamer interview isn't out yet, Eurogamer has an article on this part, which can be read fully here
Thanks to cazsim83 for the heads up.