Fallout 3 has some references to Oblivion, and Fallout 4 and 76 to Skyrim. There's also the crossover content from Creation Club which contains the iron helmet and steel sword from Skyrim.

Method to the MadnessFallout Wiki

if you comb through the different cultural references pages, you're bound to find TES ones. i wrote the fallout shelter cultural references page and can tell you with certainty that there's some in there - have a look :)

Fallout Shelter cultural referencesFallout Wiki

Cultural referenceFallout Wiki