If you strip them down the their base elements, the future-western theme is the main thing they have in common. Firefly, on the lawless outer planets, "A ship will get you work. A gun will help you keep it", and Fallout, on the lawless wastelands of post-apocolyptic america. Basically, if you strip them down far enough they're both futuristic and have a western "lawless" theme, but it's a weak link. Frankly, I don't need much more than that to link two fantastic things
Alright, I've heard enough from both sides, here's the take:
This sort of thing happens all the time. When Borderlands was described to me, the words "post apocalyptic" came up, though anyone who has actually played it will tell you that the game takes place on another planet that is basically in the process of being colonized. (That being said, Pandora fits so snugly in the Firefly-esque scene that it's almost insulting that there aren't any obvious references or cameos.)
The point is, there are parallels, and they deserve a nod. Fallout might not be the
ideal comparison, might not
exactly be the Firefly universe, but since when has that stopped it from a good reference?! In Fallout 2 you could get the Holy Hand Grenade from a lost platoon of suspicious Enclave. The Defense rests.
That being said, we're looking at the release of New Vegas and a whole new set of in-jokes, walk-ons, and references. If Fallout 3 is "Western" enough for you, why not New Vegas? Be patient, people: Fallout shall never die!