Have you checked out any anime?
The main film that springs to mind is Steamboy by Otomo (of Akira Fame), whereas Akira was cyber-punk, Steamboy is steampunk, set in an pseudo-Victorian age Britain.
Also worth noting is Miyazaki's Laputa and also to some extent Howl's Moving Castle. Here are some images;
The Top two are from Steamboy, then left howl's, right Laputa.