Let me give you an example, in Megaton I chose to "agree" to Burke's proposition to blow up the town and told Simms immediately afterward. This is where it takes an odd turn, it's as if I chose a course of action that the game developers didn't anticipate. In order to get the Silenced 10mm that Burke had, as soon as Simms showed up to arrest him in Moriarty's, I simply opened fire on him (Burke) and took his belongings (thereby also saving Simms from getting shot outside). I didn't get in trouble for it at all and things seemed to go normal until later on.
So I'm going about my business and because I betrayed Burke's trust of course the Talon mercenaries are on me like ticks. I dealt with it for a good while but after being confronted by 3 of them coming out of a building (for about the 50th time) I got sick of it and decided to put it to an end. So what do I do? Go to Tenpenny tower of course. I kinda figured this was gonna be a "shoot on sight" type of situation but to my surprise they let me in, and talked to me like it was no big deal. I figured "Ok, so they just don't know who I am, whatever". So I work my way up to the penthouse to confront Tenpenny himself and I'm thinking "This is it, there's about to be a ridiculous fight". Well I go out and speak to him, and there's not even any conversation choices that would allow me to tell him who I am and that I was there to kill him. He's just chatting it up with me like I'm your average joe and conversation wise the basically the only thing I can do is be friendly back. As a matter of fact during the conversation I see that even my killing of Burke hadn't registered because he still speaks as if Burke is alive and well. So after I exhausted all talking options I decided, [censored] it, I'm gonna kill him anyways for being such a [censored].
So I pop him from behind with that same Silenced 10mm, it gives me good karma, I take his things and go. Only back in the building, the guards don't react, the guests don't react, nothing. It's almost as it would be in real life if you were to kill a recluse and nobody found out. They just didn't know. Even at this point I was like "Ok they just don't know yet or something."
It didn't bug me until I went into Warrington station to look for the ghouls that were trying to live there. I speak to Roy and of course he's prattling about his plan to get into Tenpenny tower and blah blah blah, and I realize there's no conversation option to tell him "Tenpenny is dead, I killed him". You have to speak to him as if Tenpenny is alive and well and it even initiates my quest to help him get in. I'm thinking "WTF?" I killed two major NPCs in the game and it doesn't seem as if it really changed anything.
So I guess my question is this, did I do something wrong? Maybe I explained all that too much but I wanted you guys to really get a feel for what I was talking about. It's not the only experience I've had like this but it's definitely the most noticeable. Did my killing of those guys mess up some continuity within the game or what? Because it'd be nice if when I killed off a character, it made some kind of difference.