The first DLC for Fallout 3, Operation: Anchorage, has been released according to Planet Fallout.
Xbox 360 owners can grab the content through either the XBL
Marketplace, or using the Download to Xbox 360 option on Operation
Anchorage's Xbox 360 page.
Those who plan to grab the PC version have a few more steps ahead of
them. First, you need to make sure your copy of Fallout 3 is completely
up to date. Then, follow these
instructions to grab the content through the Games for Windows Live
Marketplace client. It can't be done in-game, so you need to follow
Launch the Games for Windows - LIVE Client and sign in, then click Marketplace.
Click Add-ons then the Operation: Anchorage icon.
Click Buy (if you don't have enough Microsoft Points, click Add Points to get more points).
Confirm your purchase, then click Download.
When the download is complete, launch Fallout 3 to enjoy Operation: Anchorage.