Fallout 3, but not yet on PS3. Bethesda's Peter Hines, speaking to Eurogamer, says this will all change very soon as the company is nearly done coding Operation: Anchorage for PS3 usage. Unfortunately, Hines did not reveal a specific release date for the DLC.
It's interesting to note that, while Xbox 360 and PC owners have already enjoyed Operation: Anchorage and other such DLC, these DLC packs have encountered numerous problems in the past. Hopefully, these issues will not arise again in the PS3 versions, given the extra amount of time put into them.