Murray the Mole was a promotional animal for the Lamplight Caverns.
Murray the Mole wears a yellow safety helmet and can be seen on a sign above the entrance of Little Lamplight. The items "kid's cave rat outfit" and "kid's Murray the Mole hat" are modeled after it.
Murray the Mole is only mentioned in Fallout 3 and can be seen on posters around Little Lamplight. A large Murray the Mole statue can be seen above the entrance of Little Lamplight.
Statue above Little Lamplight's entrance