Should you choose to save Megaton from the bomb, you will be given a key and deed to a house in the city.

In this house you have a desk and filing cabinets.

You can use these to hold as much as you want. I use the filing cabinet to hold all of my Misc items for future projects, and also armor that I can repair later for profit.

Note: This does not help you carry more when you are traversing the waists, just an extra place for a huge amount of storage.