That's kind of the way computers work. They're unstable - if they weren't, I wouldn't have a job.
Fallout 3, like the previous Fallout games, are intentionally buggy for the purposes of humor.
Oblivion, I wouldn't know.
Daggerfall was buggy to the point where the game couldn't be finished depending on what you did.
Arena I never played. Morrowind I had not too many problems with.
Every time I quit Fallout 3 though I critical error'd when I quit the game, but I just lol'd because I was exiting the game anyway.
Daggerfall ran fine on my old DOS machine, but when I tried to play it on my XP machine I do get random crashes sometimes under DOSBOX.
As far as I know, the game uses a heavily modified NetImmerse engine - the same one as Morrowind and Freedom Force, so if either of those games had problems, this one probably would too.