The Fallout franchise has been a very popular one but the entire series has had something in common, Fallout 1, 2 and 3 have always had the setting of the USA. No attempts have been made to take a boat and set sail over the ocean to find new pastures. But perhaps this could all change with Fallout 4 and the setting of the game may not be the US.
Of course one of the main reasons why no one has ventured out onto the open seas could be due to the Lakelurks. If there is Lakelurks out there then what other type of creatures could be lurking in the ocean waiting for the unsuspecting traveller?
Perhaps there could be huge mutated whales, sharks, octopus, whales and more than would all stop people venturing to find out what lays across the ocean?
Along with the unknown it would be difficult to put together a crew and stockpile enough water and food to make a voyage across the ocean even possible, even without the worry of surviving whatever lies out there.
But if you cast your mind back to Fallout 3 there were some people who seemed to have come from across the seas, Moriarty and Tenpenny for instance and some of the NCR troopers did have accents too. So maybe when Fallout 4 arrives it will have a setting other than in the US.