Survival Horror:
Personally, Fallout has always been at it's best when you limp into an abandoned building on your crippled leg, spend your last two rounds in your gun to put down the raider you find lurking there, then loot his corpse for a tire iron so you can do the same to his friend who comes running out of the next room. You search every nook and cranny of the place for anything of use, and enter the bedroom to find two skeletons embracing. You pull one off the bed to sleep for a few hours on a corroded mattress, then wake to drink from a toilet before you head off in search of some Rad-X because of all that irradiated water you just drank.
So there's actually a fair amount of survival horror to be found in the game already, I think. Survival Horror is predicated on scarcity of resources, suspense, and the tension that comes from that sort of gameplay. Which is not far off from Fallout's gameplay, really.
Kind of related, but if I go back and watch the Mad Max films, there's actually a bit of a horror angle to those movies. The beats, pacing, and even a lot of the scenes are often shot as a horror movie. Especially the first two movies are almost like a science fiction movie filmed as if it were a horror movie (and particularly the sound track from the original.) A lot of other post-apocalyptic films hit those same notes - there's an element of horror to the setting, after all. It's supposed to be a scary place, the idea of that world is supposed to be terrifying.
On the other hand, most of the tension that comes from "good" Survival Horror games is created by enemies that you in some manner aren't supposed to be defeating willy-nilly. Either through scarcity of ammo, purposefully difficult controls (ie, the old Resident Evil games) or just plain difficult enemies, the idea is usually to get you to run away from the enemies that come at you. There's literally nothing more empowering than destroying something that scares you, after all - so actually defeating an enemy runs counter to Survival Horror's aims. A monster is always much less scary after you've blown it's head off, after all.
In Fallout you're generally expected to be killing all the enemies you come across (I'm not discounting stealth here, but most of the game is set up with the idea that you're sneaking for critical hits, and not to just sneak past every enemy.) So while I think it's probably a good idea for Bethesda to take a page or two from the Survival Horror playbook, they are two different games and you're not always going to reconcile them. I wouldn't at all balk at a couple of missions/dungeons made specifically with a Survival Horror angle to them, however.