The open endedness and the playstyle is practically the same. Albeit there are many differences, if there weren't it would just be another elder scrolls game. But if you can't see any similarities you've never played them both.
fallout 3 new stuff = VATS, guns, weapon making, vaults, radio, RADIATION, dismemberment, grenades.
TESIV new stuff = guards, staffs, enchanting, mounts, factions, blunt weapons, alchemy, bow and arrows, types of arrows and bows, soul gems, spells, house(s), bounty, oblivion gates, potions and poisons. EDIT: daggers, detect life, telekinesis, daedra and daedric things.DOUBLE EDIT: wabbajack, poison apples, death by weightless hoods, frenzy spells :D, VAMPIRES, thieves guild, dark brotherhood, main quest, that quest called WHODUNNIT?, and finally, dungeon crawling.
(I think you know where i am going with this.)