It's the claustrophobia and maze like structure that gets me, especially in the Fallout 3 vaults. Getting trapped in a maze is a scary thing when all the corridors look the same and you have no reference point to retrace your steps.
I therefore prefer the New Vegas vaults, simply due to their variety. Vault 22 is my favourite by far, and Vault 34 is a tense challenge, particularly on a dead-is-dead character. I found the Fallout 3 vaults too dungeon-y.
I hate vaults! Well the creepy ones anyways. Vault 34 can go to hell. And that vault from Fallout 3 where you have to get Agatha's violin, and there are mirelurks everywhere. I hate mirelurks!!! I hate their stupid small faces. They are jerkstores. So that vault makes the sh%$ list too. No matter what happens when I enter a vault in F03 or New Vegas, I always get lost! I'm even creeped out in Vault 11 and its just mantis's and rats.
Mirelurks can go to hell, and Gary is getting a punch in the face the next time I see him.
I learned a new word today.