I know some of these have been talked about before on the board, but here goes...
Trade with Hannibal's group at the Lincoln Memorial - If you go the route of helping the escaped slaves and get them set up at the memorial, I've always wished that one of them (Caleb perhaps? Or Hannibal) would become a trader. It only makes sense that once their camp is established that they would start being willing to trade, stock more provisions, etc. Also, it would have been cool to have some sort of reward after you've sent a certain amount of other escaped slaves to Hannibal (the ones roaming the wastes that you can, if you choose, tell them how to find Hannibal's new location).
Romance - I'd have loved to have seen an option or two to develop, earn or otherwise achieve a romance. Even if that romance at some point must be sacrificed or lost in some way. And I'm talking a deeper connection than "Amata" which basically never went anywhere and no matter which way you played it ended in hollow disappointment. I know some in the past have posted arguments against this such as "it's not necessary", something I find utterly ridiculous. Is this not a role playing game after all? First person shooter, yes, but it's also an RPG, the series always has been. If we're role playing a person who is emerging in a post apocalyptic world, survival and shelter would be of paramount importance, but for most so too would finding love be, someone to build a life with, a home with, etc. Don't argue, it would be. The fact that the option isn't in the game baffles me.
A guard outside the museum/Ghoul City that actually does her job -- Currently Willow, the ghoul guard patrolling outside the Museum of History, is completely and utterly useless. If supermutants attack you near this location she just stand there stupid, and will happily watch you die if it comes to that. Imagine, muties coming that close to the entrance to her home, an area that seems to be her sole job to defend, and she does nothing when that area is threatened. It's beyond ridiculous, thus putting her high on my list of "most useless NPC's in FO3".
I'm sure I'll think of more but that's enough for now. Perhaps the rest of you have a few of your own? Agree? Disagree?