Here's two I don't know a lot about personally, but heard about recently.
First is a RTS game "Victoria - Empire Under the Sun". Control any country in Europe for the period 1835-1935, by trade, conflict, economics, politics, etc etc you know, all that micro-managed RTS stuff. They don't grab me, but my wife is terrifying at these sorts of games. There's also an add on supplement pack called "Revolutions"
Second is a FPS called "Damnation" supposedly with steampunk themes although I think its also post apocalypse era? Again, FPS games tend to bore me after the first few levels, you know it all gets to be about the same...shoot bang fire arrrgh powerup, fight big boss at the end...next level! Only FPS I ever played and liked was the ww2 Brothers In Arms series. Definately NOT steampunk.
Doc