I know this is really a thread about literature, but the movie and TV series Wild Wild West seems to fit quite neatly into the Steampunk genre. Also, the movie version of Alan Moore's League of Extraordinary Gentleman. And while it doesn't really qualify as a whole, some scenes in David Lynch's Dune film might also be seen as being a bit Steampunk-ish.
Also the Final Fantasy games get quite steampunky at times:
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