K.W. Jeter's Infernal Devices (not to be confused with the Cassandra Clare novel), arguably the book that started it all. Contains mad scientists, space travel, time travel, clockwork robots, and fish-men!
Queen Victoria's Bomb by Ronald W. Clark, about the invention of an atomic bomb a hundred years earlier. It has limited consequence however, as knowledge of the invention is suppressed by the Queen.
William Gibson and Bruce Sterling's 1990 novel The Difference Engine, while not actually the first instance of Steam Punk, is credited with popularizing the genre in the west. It's also a lot more "punky" than the ones that followed, with its steam-driven Dickensia practically qualifying as a Dystopia. It was intentionally written as a Cyber Punk novel, set in a Victorian setting.
Theodore Judson's Fitzpatrick'sWar, a Roman à Clef of the life of Alexander the Great, takes place in a steampunk future environment. It's later revealed that this is because a secret society set up a Star Wars Defense Grid in space to fry any electronic devices on the planet's surface with giant lasers.
L.E. Modessitt's Recluce saga flirts with the genre. It never quite gets there, however; the leadership of the titular nation deliberately withholds the steam-based technology from general knowledge in an effort to preserve the status quo. But that doesn't stop things from getting out of hand in The Death of Chaos entry in the series.
Michael Moorcock's The Warlord of the Air was an early example of this trope.
S.M. Peters's Whitechapel Gods has a Steam Punkgod, in addition to a clockwork counterpart, both of them with their own armies of coal-driven and clockwork soldiers, respectively. This particular novel draws heavily on the "punk" park of Steam Punk; it's not a happy place.
The His Dark Materials series includes steampunk elements, especially for Lyra's world. The trope is minimally deployed—and Pullman never goes out of his way to describe any obviously Steampunk technology or settings. For example, the power source of choice is electricity (refereed to as anbaric power—from amber, which the Greeks call electrum) supplied by nuclear generators (atomcraft works—from the German Atomkraftwerk), and science is mostly working on particle physics. The book feels more steampunk than it is probably because the opening chapters take place in the rather old-fashioned University of Oxford, features a few incidental airships, and prominently features a cast of powerful politicians, aristocrats, industrialists, and explorers with high-flown titles who bestrode the world with a swagger and a Mighty Whitey self-confidence that can only be described as Victorian. Not to mention the almost Dickensian take on English class relations.
The film, on the other hand, plays the steampunk for all the trope's worth.
The Court of The Air by Stephen Hunt is this set in an Alternate History — very alternate — as is The Kingdom Beneath the Waves, a semi-sequel set in the same universe a few years later and featuring some of the characters of the first book in larger or smaller roles. The Rise of the Iron Moon is the third book, a more closely related sequel.
Older Than Radio: Anthony Trollope wrote mainly fairly realistic novels. But towards the end of his life, in the early 1880s, he wrote The Fixed Period which imagined a world of his future in which people got around on "steam-powered tricycles" and played cricket with "a mechanical steam bowler."
The Oz books, surprisingly enough. Yes, the place is loaded with magic, but it also has some interesting technological features like prosthetics (Nick Chopper, Captain Fyter), cell phones (The Wizard, on one of his return trips, whips one up), Ridiculously Human Robots (Tik-Tok), artificial life forms (ChopFyt), and cities that can sink or rise mechanically (plot point in Glinda of Oz).
Steam Punk meets Robot Uprising in the short story Trois morceaux en forme de mechanika by Gord Sellar, in which an uprising of mechanikae beginning in 1897 Bohemia leads to the destruction of humanity and their culture, with a melancholy aftermath as the robots try to come to terms with what they've done through art and music.
The Pax BritanniaShared World, including Jonathan Green's series about Ulysses Quicksilver, Agent of the Empire, and Al Ewing's Mexican adventurer El Sombra (overlaps with Cattle Punk). Contains lots of Shout Outs.
The Falling Machine by Andrew P. Mayer (Book 1 of an ongoing trilogy) is about a Steam PunkSuperhero team called The Society of Paragons.
In Ian McDonald's PlanesrunnerEarth 3 or E3 is a mix of this and Raygun gothid. Coal is the main fuel because there's no oil but there are no steam engines because the electric motor was invented first. There are airships but their gasbags are woven of carbon nanotubes, vehicles all operate off a power grid but their computers or "comptaters" use vacuum tubes. The protagonist refers to it as "electropunk".
Andrew Mayers Society of Steam series which is about steam powered superheroes and villains in the Gilded Age.
Several of Robert Rankin's novels are set in/relate to a high-tech Victorian age whose history was supressed by those fiendish witches The Chiswick Townswomen's Guild.
The Edge Chronicles occasionally dip into this aesthetic. And if they weren't steampunk before, they certainly are as of The Immortals. (Which makes sense, given that in that book the Edge is going through its equivalent of the Industrial Revolution.)
Balogun Ojetade's Moses: The Chronicles of Harriet Tubman, an early work of what the author dubbed "steam funk" (black steam punk), has real life abolitionist Harriet Tubman fighting the forces of evil with superpowers in a steam punk alternative version of the US shortly after the assassination of Abraham Lincoln
S.S. Taylor's The Expeditioners takes place in an alternate present where computers were invented in the Gilded Age and crashed on a massive scale sometime in the early '80s leaving society to go back to older technologies.
Laie Tidhar's Bookman series which combines real historical characters like Harry Houdini, original ones and fictional like Lucy Westenra and Mycroft Holmes. Oh and David Icke would be right in this universe, the British royal family really are alien reptiles, only it's not a conspiracy, everyone knows about it and most people are quite content. The French royals were too but they got overthrown by an alliance of humans and automatons.