The 'original' steampunk book was Bruce Sterling and William Gibson's THE DIFFERENCE ENGINE, although this was more of a codification of an existing subgenre than the creation of a new one (just as cyberpunk existed long before NEUROMANCER, that just happened to be the book that defined it).

Other key works in this subgenre would include:

The Space Machine by Christopher Priest
The Anubis Gates by Tim Powers
Homunculus by James Blaylock
Morlock Night & Infernal Devices by K.W. Jeter
The League of Extraordinary Gentlemen by Alan Moore
Anti-Ice & The Time Ships by Stephen Baxter
Perdido Street Station, The Scar & Iron Council by China Mieville
Scar Night by Alan Campbell
Boneshaker by Cherie Priest
Farlander by Col Buchanan
Retribution Falls & The Black Lung Captain by Chris Wooding
The Japanese Devil Fish Girl by Robert Rankin

The later DISCWORLD novels, which see Ankh-Morpork reaching a Victorian level of technology, have skirted against steampunk but not fully embraced it yet. There's also an amusing TRANSFORMERS comic mini-series which recasts the war between the Autobots and Decepticons as happening in the 19th Century, with the robots adapting the forms of steam trains and ironclad warships.

Some earlier, in some cases much earlier, books were retconned into the genre, such as much of H.G. Wells' work (but THE TIME MACHINE in particular, which has spawned many steampunk sequels) and some of Jules Verne's.

The WARHAMMER FANTASY universe and its later American derivative, WARCRAFT, both have steampunk elements. WARHAMMER carries over the steampunk elements to many of the races, whilst WARCRAFT restricts it more to just the dwarves.

In film, SKY CAPTAIN AND THE WORLD OF TOMORROW and the anime STEAMBOY both fit into the genre.