California Literary Review's videogame blog has an editorial about Fallout's setting, its Western/Frontier fee,l and why Boston (the rumored setting for Fallout 4) is the wrong place to set a Fallout game. Read on, post-nuclear fans:
All the hallmarks of the Western are there. Thirstily wandering along at a calculated pace in the waste, sleeping under the stars in the wilderness, taking the role of the unknown gunman who wanders into town to solves everyone's problems with a hail of gunfire before drifting out like a tumbleweed, the reintroduction of tribal culture set apart from homesteaders on the fringes of societies where law is thin and it's best to travel with a gun on your belt even if you'd prefer never to use it. Arguably (and that's exactly what I'm doing) this gameplay is as important, if not more important than the tools used or enemies fought.
More than most games, Fallout captures the nature of rugged individualism idolized in the Westerns of old. It's a tale of the frontier. Only it's a new frontier built atop a forgotten history.
Not only is every Fallout set in the U.S., but 3 of the 5 officially recognized Fallout games (no one cares about BoS [Brotherhood of Steel], as it was a PoS) take place in familiar Western settings. The first was set in Southern California, with some bleed through into Mexico and Arizona. The second, as my travels reminded me, in the Northern California region bleeding through to Southern Oregon and Western Nevada. New Vegas, well that one should be obvious.
The two that weren't, Fallout 3 and Tactics, are also the two most controversial amongst hardcore Fallout fans, and I think it's because (aside from the fact that they marked major gameplay departures) they lacked a bit of this Western magic.