You have to go the Musuem of Natural History. Find a ghoul by the name of Mr Crowley. He will send you on quest to kill / or get 3 keys from a group of people (Dukov, Tenpenny, Dave and the other guy's name I cant remember, he's in Rivet City) Get the keys, then either keep them or give them to Crowley, pickpocket them back or smoke him. The keys are to open rooms in Fort Constantine (I think thats the name) right up in the Northen section of the map. Inside is power armour and a fatman mini nuke launcher. The armour looks like the one on the game cover.
Note that you can convince Dave, Ted, and probably Dukov (I killed him before getting to Underworld) to give up their keys if you tell them about Crowley. Tenpenny vehemently denies having a key, but pays you up to 300 caps to kill Crowley (if you freed Charon, Crowley will be practically alone in the Ninth Circle, and the rest of Underworld won't mind if you kill him and all the nearby redshirts, no lie, but make sure you told Crowley he was dead meat before killing him). So, do what Tenpenny asks, then solve the ghoul problem in Tenpenny Tower, then kill Tenpenny for his key and sniper rifle.
If you disagree with the above post, don't bother flaming, I'll likely agree somewhat with your opinion, too. I'm pretty open-minded.