Van Buren is the codename Black Isle Studios assigned to their second iteration of Fallout 3. It saw development by Black Isle Studios until its cancelation in December 8, 2003 and would have been published by Interplay Entertainment.
It takes place in the United States of America during the Great War. The player character in the demo is referred to only as Citizen, though they share a model with the Prisoner. The Citizen made their way to the relocation center and was escorted to Vault 1 by Corporal Armstrong of the 4th or 13th Armored Infantry Division. To reach the vault, they must fight communist insurgents. After they enter the vault, they must help turn on the life support system.
The URL I linked with this post is to the ModDB page. It’s an interesting novelty.
A lot of elements from Van Buren would go on to appear in Fallout New Vegas.
Multiple mods have attempted to recreate what could have been using the leaked design documents and interviews for inspiration.
WL3 explains the broad stokes in the intro, you’re part of self appointed wasteland cops in Arizona and supplies in the region are running low. The game takes place in Colorado, which is totally new for the franchise, so you go in blind either way. There’s a few connections, and mainly one character brought back which might mean more if you played the second game, but you won’t be confused plotwise.
I find WL3 to be more focused than WL2, the playable area is smaller and it isn’t split into two distinct regions as in WL2, which made it somewhat dragged out at the very end. WL3 instead is mostly in a pretty compact area, having to deal with faction disputes and digging deeper into places.