There are a large variety of collectible items throughout Fallout 3. These include powerful weapons, skill upgrades or items that specific NPC's are willing to pay money for. Some of these, like bobbleheads, will unlock achievements.

1. Bobbleheads (20 available)
2. Fat Men (9)
3. Fat Man Mini-Nukes (71)
4. Scematics: Custom Weapons (23)
5. Skill Books (234)
6. Unique Weapons/Items (89)

1. Blood Packs - After completing quest Blood Ties, see Vance, loc 5.05
2. Fire Ant Nectar - After quest Those!, Doctor Lesko, loc 9.10
3. Holotags - Scribe Jameson, loc 9.10
4. Holotapes (19) - Doctors, Slavers, others
5. Nuka-Cola Quantums (94) - Sierra Petrovita, loc 7.05
6. Scribe Pre-War Books (98) - Scribe Yearling, loc 9.18
7. Sheet Music Books (5) - Agatha, loc 5.06
8. Sugar Bombs - Murphy, loc 5.02

Besides the hundreds of items that are waiting to be found inside the Fallout 3 game, the physical copy of the collector's edition has plenty of goodies for harcore fans. The special edition includes a number of items including a Vault-Tec lunchbox and an actual Vault Boy Bobblehead. Pete Hines, a product manager for Bethesda, says the company takes it's special editions very seriously and aims to include things that are perfect fits for the game.Bethesda Blog: Creating Collectibles