Many 3D games from the mid-late '90s and early '00s relied on now esoteric hardware accelerators and APIs (like Glide) or GPU features that behave differently on modern hardware than the games expect. These might require a wrapper like nGlide or dgVoodoo 2.
Check the entries for your games on the PC Gaming Wiki (www.pcgamingwiki.com).
Trying to get a Windows game running under Linux is an adventure in itself. This opens up the door for people who don't like those kinds of adventure games.
(It's weird that Fallout 3 is an 'old game'. Am I an 'old man' too?)