Bethesda has confirmed that the Fallout Anthology is available in limited quantities through GameStop's website.
The PC exclusive Anthology features Fallout 1, 2, 3, Tactics, and New Vegas in a collectible mini-nuke which makes bomb sounds. Announced yesterday at Quakecon, the Anthology is available for $50 which is a bit of a steal considering what you're getting.
It's unclear at this point if the Anthology will be available through other retailers but it is already sold out on Bethesda's own store so if you're interested you should nab a pre-order with GameStop fast.
Also included in the mini-nuke is space for Fallout 4 when it's released on November 10th.
The Fallout Anthology releases in North America on September 29th and in Europe on October 2nd.