The first Fallout 3 DLC, Fallout 3: Operation - Anchorage, has been released for the Xbox 360 and for Games for Windows. A PlayStation 3 version is not planned at this point.
Fallout 3: Operation - Anchorage will run you 800 Microsoft Points, and you can download it via the Xbox LIVE Marketplace here, or via Games for Windows - LIVE Marketplace here.
You can also view full details about the product on Bethesda's official site here, the official trailer here or below, and additional screenshots here.
The word on the street is that Fallout 3: Operation - Anchorage is pretty short and ridiculously easy, so you may want to hold onto those Microsoft Points for a price drop or bundle package.