http://answers.microsoft.com/en-us/insider/forum/insider_wintp-insider_install/windows-10-games-compatibility-list/a31335a8-730f-4ac9-8c19-7c8c3a664ced?auth=1
http://wccftech.com/windows-10-compatible-games/
I don't see any of the earlier titles there, but I'm sure someone here has tested them.
Fallout 1 and 2 work fine on new systems. It's actually fallout 3, funnily enough, that has compatibility issues with newer OS's than Windows XP. BUT there are a few workarounds for people to get them to work on their rigs fine.
But yes, if you get the steam versions of fallout 1 and 2, they have a classic and a new version (for newer operating systems), and from all accounts they work on windows 10 (i got windows 8.1 still, but they work perfectly on my system).
I have been seeing some people having problems with New Vegas on Windows 10, but it seems only people that already had new vegas installed on a previous OS, and then upgrade to windows 10. The solution for them seems to be uninstalling and reinstalling the game on windows 10. But if you bought the gaming rig from scratch, and THEN put new vegas on it, there should be no problems at all.
The original Fallout games are playable on Windows 10. However, there are some odd black bars on the sides of the screen due to some aspect ratio issues. I believe there are some fixes for it with Fallout and Fallout 2, but I don't recall the specifics for it. I don't think there is a fix for Fallout Tactics unfortunately.
With the correct ini settings (as mentioned in the PC support forum sticky here) Fallout 3 works fine with Windows 7 & 8.1 for me. Didn't upgrade to 10 yet and as always will wait a while to upgrade Windows until it gets less buggier. My GOG Fallout 1 & Fallout 2 works fine too, as Bethesda has published a similar version on Steam I assume they make also no troubles (but can't verify it).