Say you have a near-death experience somehow, and you wake up in 50's concept of Hell (Maybe like Dante's Inferno). You find demons (with classic tails and tridents) and also the spirits of old Fallout enemies (Horrigan, Master, Autumn, etc) and you can interact with them as you fight to get back to the living? Your karma will play an important role in affecting the quest in some way.
Though you probably won't able to keep your inventory from Hell, but you unlock some equipment as a reward in the real world? And you would get a Hell perk that you can continue using.
The concept of afterlife shouldn't be too "out there" in the Fallout world since a http://fallout.wikia.com/wiki/Anna_Winslow already exists.