The Shovel is a Melee Weapon in Fallout 3. It was added in the fourth DLC pack called Point Lookout. They are usually carried by Scrappers and Creepers. You can also find a unique variation called the Fertilizer Shovel from Croatoa at The Ark & Dove Cathedral.
The shovel is not just a weapon, it can also be used to dig up buried treasure or graves in certain parts of the map.