I've heard about that one, as CTDs are common with Fallout 3. Last time I checked, after fully updating the game, its apparently some conflict with FDDshow drivers or something. Also the music will be choppy too.
Heh, I was a regular at the Bethesda forums when Fallout 3 was released... clusterfuck doesn't even begin to describe the problems (and handling of the problems) with that game. Needless to say, I still haven't picked up a copy of that game (and am not particularly like to).
But on topic, the only game from GOG I had any kind of serious problem with was Septerra Core, which would crash whenever I tried to start it up. Fortunately GOG tech support was very helpful in helping me find a workaround to the problem, so I was able to play the game just fine. Still, "caveat emptor" should be the mantra of anyone who purchases any kind of software, and GOG, even as good as they are, are not an exception to this rule.