It isn't out-of-the box drm-free, but Fallout 3 with FOSE can be run without Steam. Windows Live is automatically disabled by FOSE, and by running Fallout 3 with the fose launcher, it negates steam. If you have Fallout 3 on steam, you probably install some mods, and since many mods require fose, you can probably run Fallout 3 without DRM.
hm... might test if it the same for Skyrim...
I guess it will be classified as an hack, though.