Yeah, I finished every mission in Skyrim except the vampire one, and even then I think I 'finished' it. I got bogged-down in the Black Book DLC and didn't finish that. Other than that, I beat every threat and own property in every city. My PS3 conked-out and I never played it again.
I've played the entirety of Fallout 3, but none of the others. Completely finished 3 though, but the free-run of the open map is kind of soulless. Luckily the game saves the end of the next-to-last mission, because you die in the last mission.