Well, I can only name a few (it's been a while since I played Morrowind also), but even so its quest were far more involving. Morrowind had more interesting and deeper quests, while FNV had more possible outcomes.
One of the best quests ever in any RPG to me personally was in Bloodmoon where you had to start the Raven Rock mining camp. You literally started with an empty patch in the forest, you then had to lead the first miners there to safety and get them the necessary equipment from the crashed supply ship. All the while you could choose to aid the mining camp or the imperial officer who didn't want it to succeed. And every few steps further into the quest you would actually see the village take shape, first some wooden scaffolding, then a few houses, and then a fully functional mining camp with shops and taverns!
It really gave you a sense of progression and consequence that few RPG quests have. And as far as main quests are concerned, Morrowind really had the best, you had to complete so many steps before you were even recognized as Hortator/Nerevarine. You had to win over the different houses by completing different quests (not like in Oblivion where you simply had to close an Oblivion gate near a city to gain a few extra soldiers at the final battle).
FNV also had much better writing and dialogue compared to Oblivion and FO3, and it really forced you to choose factions.
I didn't play Bloodmoon so I (obviously) don't remember that quest. Sounds like a good quest, but I'm pretty sure the original game had none like that.
I think FNV is a big step forward in quest design. FO3 had a few choices, but not that many really. What I don't like about FNV is that there is still the 'good/evil' theme. I want more shades of grey. In FNV cesar's legion is evil, the NCR is good (with some post-apocalyptic badass behavior added). I want choices where I really don't know what I should do. Factions that aren't more evil than any other faction. I don't want to be either a merciless psycho killer or a nice guy. I hope they can do that in Skyim and don't make one faction evil and the other faction good.