BTW- I forgot to second the rec for Difference Engine, and to note that Moorcock's Bastable books are quite good for boning up on steampunk even if they aren't quite fully within the genre.
And of course, any of the novels that the League of Extraordinary Gentlemen borrowed from would be fair game as well- IOW, Dr Jeckyl & Mr. Hyde, 20,000 Leagues Under the Sea, The Invisible Man, and so forth.
A recent movie with steampunk sensibilities would be The Prestige.
There is also this anthology:
[ame=http://www.amazon.com/Steampunk-Ann-VanderMeer/dp/1892391759]Amazon.com: Steampunk (9781892391759): Ann VanderMeer, Jeff…[/ame]
Now, it may boggle some minds, but since the Victorian era is technically the period of Queen Victoria's reign from June 1837 until her death on the 22nd of January 1901, that encapsulates the majority of what we think of as the era of the "Wild West" in America.
Thus, "weird West" fiction, such as found in TV series like "Wild, Wild West", "The Adventures of Briscoe County, Jr.", Kurt R.A. Giambastiani's Fallen Cloud novels, and even movies like The Valley of Gwangi would fit nicely on the American side of a world with steampunk sensibilities. They are, essentially, steampunk set in America.
If you start drifting into the world of fantasy along with the anachronistic tech, then another good book of recent origins would be Jonathan Strange And Mr Norrell. And of course, most of Poe and the Lovecraft Mythos are set within that era as well. The more Mythos you read, the more steampunk elements you see, even though they, too, are not technically steampunk stories.
