It's not really Steampunk, but if you haven't seen it, I would heartily recommend Alan Shearman's 1985 film
"Bullshot", about the dashing and gallant Captain Hugh 'Bullshot' Crummond.
Set in the late 1920's, this is a spoof of the 1929 series about Bulldog Drummond. The film contains a dastardly German villain, Count Otto Von Bruno, a damsel in distress, kidnapped scientists and evil plots to control the world, and in addition to some beautiful costumes, country houses and vintage cars, it contains some fantastic, steamy devices like the vocal remodulator and a device designed to cause "involuntary vocal slippage".