Not legitmately, but this is what I did.
First I installed Live for WIndows. Got the Microsoft points and bought the DLCs.
I then disabled Live from my Fallout 3 install on my PC. I then downloaded FOMM. FOMM will detect Operation Anchorage and The Pitt and will give you the dialogue option to cart them to your install directory. Now this is the tricky part. You need to an Advanced Search for Broken Steel. Have thge search look in hidden folders. WIndows will detect it, then open the contained files. Cart them over to your install folder, placing the .bik files in the movie folder.
To disable Live from Fallout 3 and FOMM can be found at www.fallout3nexus.com.