it depends! in the case of like the sole survivor, likely dead if they had any (or maybe ghoulified, wandering around another state?); lone wanderer is definitely an only child tho unless they have some bastard sibling hanging around

We see the Lone Wanderer's whole childhood and never see any siblings, so they're definitely an only child. The other protagonists could have siblings, but it's never referred to. Maybe that will be the plot of Fallout 5: find your missing sibling.

My Sole Survivor has a sister who survived the bombs by unintentionally taking shelter in a sewage system. She was working in Vegas contracted to fix Mr House's plumbing and the bombs fell while she was under ground.

My Courier has two siblings, a brother and sister. The sister serves in the NCR with dreams of becoming a Ranger and the brother has mechanic skills and worked for the Brotherhood for a short time, before leaving and joining a band of Enclave remnants (not necessarily the ones we meet in the game).

We need to stop the "find this man" trend in the recent fallout games. its been recycled too much

^Recent Fallout games? My friend, we have been finding men since Fallout 1997. It is time for our protagonists to be the ones getting found.

The only one I considered to have siblings is my F76 Resident. To go along with the lore of the 76ers all being prodigies, veterans, politicians, etc mine was a U.S. army firefighter coming from a long line of enlisted men and women. He'd also have a brother and sister that were stationed in the area when the bombs dropped. While they didn't make it into 76, they joined the Responders and disappearing during the fall of Appalachia. Finding them was his motive for traipsing across the state with the other 76ers hunting down the Scorched.

(FO4) My SS had an older brother. Their family originated in the SE Commonwealth (KY, AL, MS, etc.). While SS was learning to be a lawyer, brother was in school about to graduate as a doctor (physician) when their Dad died suddenly and unexpectedly. Since Mom had to eat, and brother was so close to being able to really help people, SS dropped college, and went into the military (thanks to a mod), so she could send home her paychecks. On leave, she and Nate met (and married after discharge). When the bombs fell, mother and brother were likely killed in the blasts, or succumbed to radiation poisoning or old age. After 200+ years, it's pretty certain they are both well-and-truly gone.

Loving everyone’s answers so I might as well put mine out there too:

My Courier, Tom Calendar, had a younger brother called Davey who unfortunately died during a bounty hunting job in Wyoming where my Courier is from. They were both very young when he passed and my Courier moved on eventually, never really finding a family again (unless you count his bastard child in Montana).

My Sole Survivor, Sam Hicks, had a younger brother called Jeff who was a power armor mechanic in the military. After the war, Sam retired to Sanctuary with his wife Nora and son Shaun while Jeff became a more local mechanic over at the Lexington Red Rocket. After the bombs fell, Jeff survived the bombs and began looking for his parents and brother, along with his sister-in-law and nephew. After the first few weeks of slowly travelling through the precarious new world, Jeff’s hair started falling out and he began turning into a Ghoul. He would eventually find his parent’s old home in Quincy devastated and left heartbroken, deciding he had no other option but to try and make it to Sanctuary Hills. He would come across a small group of survivors who would give him shelter for a brief time before being attacked and killed by raiders. Armed with nothing but his laser rifle, Jeff butchered the raiders responsible and continued on, his skin now appearing more rotten and his eyes gaining a jaundiced look. Jeff eventually made it to Sanctuary but found only Codsworth and the Vault-Tec Rep and the door to the nearby Vault 111 sealed tight. Jeff simply hoped for the best and left Sanctuary, hoping to find some semblance of normalcy in the new world. Jeff would travel a lot over the next two hundred years and likely either died as a Ghoul or continues to survive out in the wasteland as I have not actually decided yet.