Offtopic, but http://fallout3nexus.com/ has all the mods you need for fallout 3. You will need to make a free account to get the bigger mods and some of the texture replacers due to their age restrictions. Don't go too crazy though, I had in the range of 8 gigs of mods installed, eventually making the game too unstable to play. :3
If you want to make your own, Bethesda's G.E.C.K. website has the toolset and what you need to get them running on their own.
Back on Topic: A lot of my bigger name games came with the CD Key. There is a link on the right sidebar of the "Detail" view interface. Dawn of War II, Fallout 3, Dragon Age: Origins, etc.