Answer: Vitamin D3 (cholecalciferol) from either source is the same compound. As explained in the What It Is section of the Vitamin D Supplements Review, vitamin D3 in most supplements has been chemically converted from a compound in lanolin, while that in fish oil is naturally produced (also by conversion of the same compound). Vitamin D3 from lanolin is just pennies per dose and is a less expensive source than from fish oil. Because vitamin D is best absorbed when taken with fats or oils, getting it from fish oil helps assure better absorption, but this can also be achieved by taking vitamin D with a meal which contains some fats/oils.
In online forums some people allergic to wool have reported allergic reaction to taking vitamin D3, particularly at larger doses. There does not seem to be scientific research on this topic, but, if this is of concern, you can take vitamin D2. It may not be quite as effective as vitamin D3 at raising blood levels, but it can certainly help.