Well, according to this, it wasn't.
http://pc.ign.com/objects/658/658768.html
Fallout Trilogy USA: April 22, 2009
Fallout Collection: 2004
And here we can see comments on a product using the 'Collection' title in the USA as far back as 2006: http://www.amazon.com/Fallout-Collection-Tactics-Post-Nuclear-PC/product-reviews/B000IGE78M/ref=dp_db_cm_cr_acr_txt?ie=UTF8&showViewpoints=1
Ah apparently that's the UK version as well.
I can find no evidence of anything using the 'Trilogy' term prior to the one that seems to be in question, which was released well after Fallout 3.
http://pc.ign.com/objects/658/658768.html
Fallout Trilogy USA: April 22, 2009
Fallout Collection: 2004
And here we can see comments on a product using the 'Collection' title in the USA as far back as 2006: http://www.amazon.com/Fallout-Collection-Tactics-Post-Nuclear-PC/product-reviews/B000IGE78M/ref=dp_db_cm_cr_acr_txt?ie=UTF8&showViewpoints=1
Ah apparently that's the UK version as well.
I can find no evidence of anything using the 'Trilogy' term prior to the one that seems to be in question, which was released well after Fallout 3.
I've bought the "Fallout Collection" recently. I can't find the term "Trilogy" anywhere on the box. However, one thing is odd... The store that printed the prize and bar code label identifies it as "Fallout Trilogy". Still, like I said, Interplay's box didn't mention the word "Trilogy". This version is distributed by "Virgin Interactive Entertainment (Europe) Ltd." and is owned by "Virgin Enterprises Ltd.".
According to http://www.virgin.com/company both these companies do not exists anymore. So, I must have bought the 2004 version.
Edit: ... For 5 euros.