Achievements on Xbox 360 and Games for Windows Live
As long as you sign in with the same Live account, your achievements will be visible on both sides of the fence. That is, when playing a Games for Windows Live game, you will be able to view all achievements in all games for both platforms.
However: The Xbox 360 and GfW-Live versions count as separate games, even though they will have the same title. So, if you play Fallout 3 on both the PC and the 360, they will not share achievements. Yes, this also means that you can earn a total of 2000 gamerscore by earning all of the achievements on both platforms.