Steampunk is a tragically under-explored genre/style/premise. I am sure there are some Steampunk themed paper RPGs out there. As for computer games, The Chaos Engine and The Chaos Engine 2, Worlds of Ultima : Martian Dreams and the forthcoming Arcanum (I think?) are good examples of the style. Many other games and books incorporate other Victorian/Gothic based themes (vampires, Jules Verne, H.G.Wells, Sherlock Holmes, etc). Someone definitely needs to do the concept justice on film though. (More tenuous examples : FF6, Chrono Trigger - definitely, Sakura Wars - "post-steampunk"?, Alien 3?) Music-wise, Closer-era NIN is arguably aesthetically in the same bracket ...?