Rather than having the player arrive somewhere to find that their ride home has been blown from the sky by the Big Bad Bad Guys I'd quite like for them to actually see it happen.
I have a vague idea of how to link it all up by using triggers and quest stages (Seeing it happen would begin a 'main quest' for the mod I'm making) but am completely unsure how I would have a vertibird appear, fly over the rooftops and explode over a train station terminal. I'm guessing I'd use an animation if one like that exists in Fallout 3 (I know something similar exists in New Vegas for a late quest at the Dam).

My rough understanding would be:
Player enters trigger box, activating the animation object
After a time delay (Is this possible?) the quest is added
Pilot and Vertibird references in town are disabled
Wreckage enabled inside the station terminal
Various dialogue options for NPCs activated via dialogue 'quest' script

So really my questions are:
Does such an animation 'object' exist and if so how do they work?
Are time delays between script effects possible (Not a massive priority)
If such an animation object doesn't exist then is it possible to create one, if so - how? I'd imagine it's a fair bit more complex than just texturing.

In Broken Steel, as you approach the runway at Adams AFB there is a scripted battle that involves vertibirds passing over and at least one vertibird getting shot down. That sounds similar to what you want, so I'm guessing you should be able to make use of the resources from that battle.

Yes it is certainly possible. There are scenes throughout the game with this level of involvement.

I suggest getting little pieces of it working first, then in the process, learning what it takes to make it all work together.

If this helps as a starting point, here is a trigger script which I used to make a vertibird take off as soon as the player entered the trigger. The functions for the vertibird control came from a guy named Echonite on these forums. The vertibird was set as the linked ref for the trigger, best I can recall.

scn PhalanxRavenRockExteriorVertibirdTakingOffControlSCRIPTFloat timerShort doOnceRef linkedRef;Vertibirdshort initBegin onHitWith GenericVertibirdHitWithWeaponsList	linkedRef.do 100EndBegin OnTriggerEnter Player    if (doOnce == 0)        set linkedRef to getLinkedRef        linkedRef.enable 0        set timer to 1        set doOnce to 1        set PQ1.EnclaveAmbushUnderway to 1        PhalanxArcadia2REF.disable        PhalanxBrandon2REF.disable        PhalanxRobertREF.disable        PhalanxRobertOfficeStandMarker2.enable ;enables the arcadia/brandon/robert in Robert's office        set PhalanxExitTermREF.state1 to 0 ;turn off warning status on interior security terminal    endifEndBegin gameMode    if (doOnce == 1)        if (timer <= 0)            linkedRef.playgroup backward 0            set doOnce to 2        else            set timer to timer - GetSecondsPassed        endif    elseif (doOnce == 2)        if (linkedRef.isAnimPlaying backward == 0)            linkedRef.disable;Disable the vertibird when it's done playing its forward animation            MarkForDelete            set doOnce to 3        endif    endifEnd