Sandbox games are nothing new, but in general, most players try to play the game in the way the designers intended: be good, complete quests, and reach the eventual end of the game in an orderly fashion. Sometimes though, you just have that urge to be bad.
Gamer and writer Alexander Gambotto-Burke has written about his descent into madness, and how purely visceral and difficult it is to play a psychopath. He talks about wandering the streets of Megaton using a sledgehammer like a slaughterhouse worker, killing the residents in their sleep. The interesting part is that he starts to really feel bad about it.
If you do decide the read the article, be aware that there are some spoilers for Fallout 3 inside (a few major plot points in fact) and it’s a bit graphic about the killing. This is of course in the spirit of the game (exploding heads and the like) but just consider this a warning.