While I've run across that one and a few other grim sights, I've also run across a surprising number of hilarious displays of teddy bear art....as if they were actively trying to balance it out.

This question has a complex answer for me. I'll try to boil it down as much as possible.

Fallout 3 was more overtly bleak and sparse, especially out in the overworld outdoor areas. Specific locations, quests and characters tended toward the goofy in a lot of ways- caricatures, archetypes pulled from b movies and comics from back in the day. The music was dark and brooding, oppressive. It was a mixed bag. I would say on balance, 3 was superficially dark but the nuts and bolts experience less so. Thematically the game was about that specific moment- there was an inertia and a quiet to the world that was kind of funereal. So all told it was a mixed bag.

Fallout 4 overall has a very different feel. There is a much broader color palette, a much more dynamic world with weather, events, stage set moments. Lushness is the word that best describes the new feel to me. More everything. So with all of the extra visual information I find Fallout 4's world more fleshed out and specific. A lot of attention to details. You get a real sense of the moment of the end of the world. Posed bodies in their various locations and contexts. Halloween decorations everywhere- I feel much more aware of the abrupt end of the old world. Simultaneously, though, there is this very strong sense of transition and hope. Rebuilding and repopulating the world. Settlement building, caravans and such. You are actually repopulating the world. You se more people, you see commerce. I also find the characters and quests a little less shot out and hokey than in 3. The soundtrack is definitely more warm and organic, quirky with odd instrumentations, more use of major chords. So all told Fallout 4 to me is darker in the sense that the calamity of the apocalypse is much more explicit and omnipresent. The whole tone of the game is this oscillation between despair and hope. I think it works because of that contrast.

So all in all I think the atmosphere in 4 is way better and a deeper experience.

The teddybear art is DIVINE. I look forward to finding those

I think they might have some serious holes in the Ozone layer from all of those nuclear bombs luckaly they have nuclear winter to cancel it out so the atmosphere should be fine.

found one sitting on a toilet reading a newspaper, not sure I'dcall it art

Hands down for me the most atmospherical thing bethesda has ever designed was and still is the shivering isles especially the dementia side. Also the DC waste were more gloomier because thats the capital of america you best be sure enemies of america will concentrate there nukes there the most.

I didn't find Fallout 3 depressing but I did find FONV very depressing. Fallout 3 had a lovely atmosphere, kept things interesting, but I find Fallout 4 has lost this somehow. The weather conditions are amazing but it's still missing that atmospheric vibe that Fallout 3 did so well.