*SPOILER ALERT!*
After completing the main quest in Fallout 3 the game ENDS, not like in Oblivion were you can continue on and do side-quests. It really sucks, and made me pretty mad. BUT, I found a good thing to do: When you and Liberty Prime make it to Project Purity, it should add another quest, and when it does, unless you want to beat and end the game, fast travel to any were else, and adventure like you would normally do. When you enter Project Purity YOU CANNOT EXIT, and so you HAVE to beat the game. Hope this helps.