Only things i can think of is this:
1) they have different leveling system ( fallout 3 you gain exp per kill, oblivion you gain exp by training each skill which i think is LAME )
2) Oblivion is much much bigger, especially with the DLC.
3) Okay obviously, Fallout 3 has more gore and uses guns and has waaay bigger explosions then you can make on oblivion without mods.
4) Fallout 3 is in the future ( obviously ) oblivion is set in the midevil era
5) Oblivion has a much more divorse character customization system, at least when it comes to races.
6) in Fallout 3 when you first start, you're born and you can go on through your child hood. In oblivion when you start you're in a prison and you have no clue why which creates a fun RPG feel.
7) Oblivion in my oppinion is more difficult, but Fallout 3 has " harsher " randoms.
8) In Oblivion you can ride on something to become very fast ( horses ), and Fallout 3 you can only walk.
9) Oblivion has more quests
10) Oblivion has many different factions you can actually join, Fallout 3 has factions that you CANT join except for BOS
11) Oblivion has many many many more possible companions ( without mods ).
12) Fallout 3 has perks.
All i can think of atm...
Super edit: I thought the thread was about differences, just realized it was about what fallout 3 has that oblivion doesnt have... ohh well im not gonna change to lazy
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