Ranking up there as a comparable Pavlovian response as the Tetris theme, Fallout 3's amazingly varied soundtrack, starting with the opening theme hits all the right notes. The score builds slowly to the first climax, which coincides nicely with the point where the menu screen comes in and works precisely because it fits in with the rest of the game. For a title that is all about a post nuclear apocalypse, a grim prospect of survival and destruction, and there's plenty of comic and outright silly things out in the wasteland to enjoy to counterbalance it. Looking back to the score, the main theme from Inon Zur presents the game as neither a completely terrible place or completely lighthearted - there's just enough menace in the trumpets to say that there is danger out there but some things have survived and there are opportunities out there.
Fallout is one of those games that benefits from contrasting elements and this is more apparent in the music than anything else. On the one hand, you have Inon Zur's varied orchestral scores that underpin the sense of playing in a windswept post-apocalyptic land (complete with subtle "wild west" features with Megaton in particular). Wander around the world and the score meanders between mornful and morose tones to more light and upbeat tones, changing dynamically during combat scenes depending on the enemy you're facing.
On the other hand, there's the radio music from the two main stations that change the survival tale into a bit of a romp, stripping off the lonliness as you run through a deserted building and replacing it with bright, happy music. It's a nice on/off switch - without this contrast, the game's constant warmheartedness or miserableness might seem too oppressive for players and it allows them a little reprieve by being able to switch between the two at will. That and the lovely burst of nostalgia by listening to these old, forgotten records that fit with the future-vintage aesthetic of Fallout's weapons and back story.
If you have managed to avoid Fallout 3 and New Vegas on all the modern platforms, go get the GOTY / Ultimate editions with the DLC and get stuck in.