They have no reason to end, they can write and write and write these stories, because the games are not direct sequels, which is pretty unique for a gaming franchise.
Take Modern Warfare 3, for example, all the characters are getting killed off one-by-one, eventually, there's going to be a sole survivor, and the series will end.
Fallout, on the other hand, can write a story where you must find a water chip, then, in the next game, you must find a vault, in the next game you search for your father, and in the next, look for your chip.
Most of these are completely different (except the slight reference to The Vault Dweller and Vault 13 in Fallout 1&2), and I feel that they will continue to write these new stories for a long while.