I'm not sure if anyone has mentioned them, but two great games are Dark Cloud 2 (known as Dark Chronicle outside North America) and Wild Arms 3.
Dark Cloud 2 has a traditional steampunk vibe. There's an old-fashioned Victorian feel, but also advanced steam-powered machinery, as well as a creative weapons crafting system.
Wild Arms 3 is of the western steampunk genre. There's still the advanced steam technology, but it's in a wild west setting. The Wild Arms series in general has a steampunk vibe, but WA3 is the only one I've played.
Both have anime graphics and are for the PS2. =)