In the beginning of Fallout 3 there is a voice who gives a brief history of the war, its history, and talks about vault 101. The voice that says "War.....War never changes." What relation does he have to the game? Who is he and does he come up in the game?

Ron Perlman, who also narrates Fallout, Fallout 2, and Fallout Tactics. He only narrates in the games, but he does voice an NPC in the original Fallout. The narrator is just an omnipresent figure who talks during the intro, and endings (and in the case of Tactics the interludes as well).

None other than Hellboy himself

You know the sad part is people now seem to only recognize him for that roll, I remember him from an older roll myself.
He does a good job with the intro's though.

Seriously, does the guy who voices the intro play Hellboy in the movies??????????

Yes, he does.

http://fallout.wikia.com/wiki/Ron_Perlman

IIRC, he was the dude that got literally cut in half by Blade in Blade 2.