Fallout 3 occupied me for six months, in which I didn't play anything else. I'm sure I dropped at least 150 hours into it if not more, on three separate playthroughs so I could play as good/bad/neutral as well as try different sets of skills. So much fun exploring that world they created, from Oasis, the Republic of Dave, vault 108, Andale (ick), the Dunwich Building (ugh)...so many awesome places that are completely original, extremely interesting and they're all optional side quests, some you just stumble upon. If it were not for the sudden ending and completely frustrating tunnel system, it would be my favorite game from this generation.
New Vegas was awesome as well, but seemed to be a smaller world that wasn't as open to exploration as Fallout 3 was.
I still haven't tried Borderlands, but have been meaning to give it a try sometime.