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A rock is a naturally occurring aggregate of minerals and/or mineraloids. Rocks can be picked up and thrown in using Throwing skill or used to strengthen with melee attacks in using Unarmed skill. Besides rocks, there are also Gold Nuggets and Uranium Ore which can be used in the same way.
The locations rocks can potentially be found in both Fallout games are too numerous to list; suffice to say that if you ever find yourself looking for rocks, you probably don't need to go far.