Well from my experience of the GOTY edition of TES IV: Oblivion on 360, the GOTY edition comes with a disc dedicated to DLC and so I got the DLC for free from a friend to add onto my own non-GOTY edition. I'd assume Fallout 3 works the same way. You just insert the disc and install the DLC files to your hard drive.
As for Borderlands GOTY... the box comes with just the regular game and codes for the DLC's. So the DLC aren't in the game case. You have to download them from PSN/Xbox Live. So you won't be able to get the DLC codes by renting the game or even buying it used.







