On PC, PS3, and XBOX 360 you can have hundreds of different saves.
You can tell which one is which by the name of your character, the time, and whether you are good, neutral, or evil... atleast on PS3 you can.
It does show name and time, but I don't want to go searching through because I may switch between them sometimes.
Also, if you're on the PC, you can install http://www.fallout3nexus.com/downloads/file.php?id=3729, which allows you save games in up to four different profiles.
To get full functionality out of it, you'll need to install http://fose.silverlock.org/ as well.
I'll try that, I also had a problem with saving that might be fixed by this. Thanks!