BioShock Infinite is set in the floating city of Columbia, which was made as flying monument of American Exceptionalism, and a secret superweapon. The inhabitants live in a Edwardian Era steam punk society, mixed with some bits from the modern era, which are taken from tears that lead to alternate worlds. However, it's definitely deconstructed, as most of its inhabitants are as racist, bigoted, and narrow-minded as people were in the Real Life period that it's based on, if not more.
In City of Heroes, one of the most dangerous and tricky archvillains around is "Nemesis, the Prussian Prince of Automation," sometimes referred to as the Brass Prince. He uses Steampunk technology that easily matches and surpasses most of the sleek sci-fi technology of the universe, right down to his personal, steam-powered battlesuit. Oh, and how 'bout a steam-powered cybernetic implant?
On the player side, there's some pretty funky steampunk costume pieces. They sadly lack boots in the set, but the Piston Boots fit very well. (no pun intended) The Going Rogue expansion included a Praetorian group of heroes in steampunk inspired garb fighting against the tyranny of Tyrant's empire. Their design highly resembles a heroic, steampunk version of the Primal Earth Freakshow villain group. They also put out a Steampunk pack on July 1st for players.
The RPG Arcanum: Of Steamworks & Magick Obscura features an unusual take on the concept. It is set in a stereotypical High Fantasy world featuring humans, elves, dwarves, gnomes, halflings, ogres, orcs, various crossbreeds between them and other such trappings of Tolkien-esque fantasy. The twist is that an industrial revolution began in this world called Arcanum circa 60 years earlier, with the result being that most of the main cities of the world are at at steampunkish version of late 19th century industrialised societies level of technology. This means that railroads, pneumatic tube subways, telegraphs, gnomish capitalists, orcs as mistreated factory workers and other fantasy-ish twists on concepts taken from steampunk or history are present. A prominent theme is the conflict between Magic and Technology, where Magic is based on the caster subverting the usual laws of physics through willpower and the new-fangled Technology is based around exploiting the laws of physics to achieve a desired result, thus actually strengthening the laws of physics around machinery. The net result is that having a magic user present can cause a machine to malfunction, and a complex machine can in turn cause magic to fail in a certain radius around it.
Final Fantasy V has the Ronka Ruins, a ruin full of Lost Technology that serves as a cross between Steampunk and the Eternal Engine, before it, there is the Steamship, which is a massive fire-powered boat created by Cid and Mid for the industrial nation of Karnak, which eventually serves as a Cool Boat for the heroes.
Even moreso is Final Fantasy VI, set as it is in the middle of a second industrial revolution, with railroads, trains, and steamboats being common features. Narshe is loaded with coal mines, railroads, and heaters that keep the snowy streets warm, the kingdom of Figaro is centered in a submersible castle that is powered with massive steam engines, and King Figaro himself, with all manner of gadgets, up to and including an Automatic Crossbow. The Empire, on the other hand, uses the life force of enslaved Espers to power its Magitek armored walkers and Air Force, and some of the more elite soldiers are actually cyborgs, as they utilize computer programs in battle and short circuit when attacked with lightning or water.
The Temen-ni-Gru tower in Devil May Cry 3 has elevators and monorail trams, amongst other things, powered by clockpunk. Even complete with power shortages.
The Elder Scrolls III: Morrowind had a vanished race of dwarves who used steampunk technology. Their clockwork robots and steam-powered cities still repaired themselves hundreds of years after the dwarves misused the gigantic heart of a dead god, and caused their entire race to wink out of existence.
Skyrim and Hammerfell are also littered with that race's ruins, and the steam-powered magic robots still work there as well. This doesn't even get into the magical spaceships from the backstory.
Steambot Chronicles (Bumpy Trot in Japan) utilizes large steam-powered trots for everything (except flying, because most Trotmobiles can't fly). The rest of the robots are powered by internal combustion engines. As illustrated when fuel prices (along with others) skyrocket when the desert oil wells are captured by the Bloody Mantis.
Almost all technology in the "present" in Dark Cloud 2 is steampunk. Even the weapons.
This is the whole PREMISE of the new MMORPG Neo Steam.
The Goblins and Gnomes of the Warcraft series are steam punk fanatics, each trying to outdo the other with technological prowess.
The Vinci faction in RTS Rise of Legends are an example of clockpunk that creep into steampunk as they ramp up their technology tree - notably in the Steam Cannon, Steam Tank, Steam Fortress, and, eventually, a giant spider-crab robot known as the Land Leviathan. Hero Units Giacomo and The Doge also use steam-powered Humongous Mecha.
In Snoopy Flying Ace, the weapons Snoopy uses are outlandishly over the top, to a Ratchet and Clank degree. The weapons and airplanes are steam punk influenced, with a bit of comic book sci fi thrown in. Also the Zeppelin doomsday devices.
Fable II is loaded to the brim with the Clockpunk variation, with clockwork mechanisms used to permit semiautomatic rifles, intricate automatic locks, and other such things in an otherwise very 18th century setting.
And then Fable III jumps into steampunk with both feet, as it occurs in an early 19th century setting. The Indistrial Knight DLC lets you dress up in a suit of extremely steampunk armor complete with gear motif and glowing goggles.
The Skytown area in Metroid Prime 3: Corruption is very steampunk-inspired (complete with enemies like Tinbots and Steam Lords), following in the footsteps of the cyberpunk-inspired Sanctuary Fortress area in Metroid Prime 2: Echoes.
The first four Myst games fall into this category, since they take place in the early 1800's, and Atrus' technology, though not always using steam, is at least steampunk-inspired. Myst V and Uru take place in the present day, but ancient D'ni technology continues this tradition.
The Northmen faction in Para World make use of some Steampunk devices. While a steam battleship would probably not fit the trope (they existed in real life), steam tanks (which also existed, a bit rarer) are more fitting for the trope. This is Hand Waved by the fact that the parallel world lacks electricity.
While the overall series would be classified as cyberpunk or postcyberpunk, the .Hack//G.U. games feature some steampunk technology (for example, the steam bikes). In fact you even meet at least one steampunk fanatic in the game.
The Steampunk elements in the series can easily be seen by looking at the city of Mac Anu. In The World R:1 it's a Canal City ala Venice. In R:2, it's still canal city (but with a radically different layout, but the canals are rarely shown in use and steam based Robots serve as the NPCs rather then the Humans of the previous version. Steam Punk fixtures are common. In the World R:X the Steam Punk elements have been removed but the layout of the city seems to be the same as R:2.
The "passivelymultiplayeronline game" known at the moment as The Nethernet (previously PMOG), is based on the concept of the internet as a battleground between order and chaos, and has quite a Steam Punk/Clock Punk flavour, with part of the arsenal available to players including a "mechanical watchdog" for guarding websites and more besides, despite the somewhat cartoony illustration style and Applied Phlebotinum heavy tools which some classes have.
The Summon Night series mixes medieval Europe with railroads, modern factories, along with other things, resulting in Steam Punk. This is a result of the game's universe being populated by beings from multiple other ones, bringing influences with them.
Machine Labyrinth from Sonic Rush Adventure is very steampunk, including steam cannons and pipes as level gimmicks.
The Professor Layton games have this, particularly in Professor Layton And The Unwound Future, where most of the game takes place in a steampunk aesthetic, although, it could be described as Clock Punk, but that's just splitting hairs.
Steamband is a Roguelike with a steampunk theme (One of the races is a steammecha, for example.), in which the goal is to get out of the earth's core to the surface.
Skies of Arcadia can arguably be this, thanks to the frequent use of airships and references to an apocalypse forcing people to live in the sky.
American McGee's Alice has some steampunk/clockpunk influences, especially when you're in the Mad Hatter's realms. Two levels of the maze portion of the game involve making your way through a giant steam-powered machine.
The MMORPG (sort of) Neopets has a world called Moltara, where all the Neopian denizens that hail from it live underground in huge steam and lava-filled caverns, and the theme of the world is very obviously Steam Punk influenced. There was even a plot involving it a while back.
Early designs for Epic Mickey were heavily influenced by Steam Punk. The finished product landed more in Schizo Tech, but some of the early elements are still visible, like the automaton versions of Goofy, Daisy, and Donald.
Unwritten Legends has a class centered around the creation and use of steampunk gear.
Second Life has a rather significant Steampunk population with entire regions devoted to roleplaying, including Celedon, New Babbage, Winterfell, and Steelhead.
RuneScape has a number of quest series that are full of steampunk. Elemental Workshop, the Penguin series (don't ask), the Dwarf series has some aspects, and a number of other series occasionally have the player operating some sort of machine that shouldn't exist in the Middle Ages.
Wizard 101 has the some elements of this scattered throughout the spiral, the world of Marleybone's technology is in the middle of evolving to this from Clock Punk. They even have Golems based on it.
Vessel relies heavily on the steampunk aesthetics.
Aztec Wars has alement of steampunk in its Alternate History. The Russians, the Chinese and to some extent, the Aztecs use steam-powered tanks and turrets that have cannons mounted on them, shoot huge arrows... or... toss giant axes?!
Dishonored has a very Steam Punk art design. Protagonist Corvo wears an elaborate mechanical mask, and carries a clockwork heart accessory. The non-player characters also wear very Victorian-style wardrobes. A spreading plague (not unlike the one that affected the UK during the era) is central to the plot. However, rather than steam being the dominant power source, the game world instead runs on whale oil.
Most of the heavy machinery in Amnesia: The Dark Descent is steam or water driven, though this is accurate to the time period (1839). One note can be found by the Baron lamenting the necessity of steam tech; it may work, but it's large, noisy, and crude.
Baron: Where the inventor of this device would require a magnifying glass to make his minute adjustments, I must push five men to erect a tower of iron, in the hopes of harnessing even one hundredth of the same energy!
Amnesia: A Machine for Pigs also uses this, being set on the night of Dec 31 1899, and Magnus created a massive machine below a meat processing factory, which converts people into Man-Pigs. The machine has a long network of pipes to power itself with steam, and later human blood.
Guns Of Icarus Online is all about crewing airships. One of the equipment slots is even specifically for goggles!
The Chaos Engine takes place in victorian England, following the reverse-engineering of future technology by a mad scientist who captured a time traveler. The eponymous engine has already turned England into a Crapsack World by the time the game starts.
Teslagrad is set in a steampunk version of eastern Europe. The advanced technology seems to be entirely due to one wizard, however.
Batman: Arkham City had a deserted section of the undercity called "Wonder City", a steampunk utopia from the 1800's that ran on Lazarus Pit chemicals and had robotic "mechanical guardians".