I think The Mummy warrants an honorary mention at the very least. Its success helped kick-started a revival of interest in good ol' FUN adventure movies, paving the way for some of the swashbucklers that are starting to filter back. (you may disagree, but I don't care. :-p ). Plus it inspired some ideas for my tropical/ summer wardrobe. It had a paddlesteamer and a biplane in too, what more do you want??
Also:
~ Van Helsing: The London Assignment (animated).
~Full Metal Alchemist (What, not mentioned sooner? His brother's a walking suit of plate armour, for heaven's sake!)
~ Trinity Blood (the anime). A flying Vatican, lots of mecha-influence, megaweapons, Gothic Lolita style dresses... more please!
There's a fair bit of anime in this style, Trigun springs to mind but that's more post- apocalyptic in feel (though the 'pretty' lasses still wear EGL style?). Vampire Hunter D... had to get that in somewhere...
Yes, I am a shameless Otaku.
These have been mentioned before, but I also enjoyed (in a more or less light-hearted way);
~ Hellboy (in particular the clockwork Nazi)
~ LOEG- look, Nautilus and the Automobile, OK?
~ Those Magnificent Men in Their Flying Machines (...they enchant all the ladies/ and steal all the scenes, with their up-tiddly-up-up and their down-tiddly-pom-down).
I saw The Time Machine at perhaps too tender an age (I was a sensitive child)... I remember I was eating an orange hobnob while watching the scene of one of the evil ones decompose, and haven't had that particular oaty biscuit since because it reminds me of decaying eyeballs rolling out of misformed creatures.
Hated everything about Series of Unfortunate Events except the the design/visual style. Good though they were, they couldn't save it.