I've been researching the interwebs for links to what might be called "Steampunk Music". Some of this I've found on myspace music that you can listen to or even download for free. There are amazon links for most everything.
Also check out http://www.sepiachord.com where there is a jukebox!
A steampunk music label: http://www.gildedagerecords.com/
Johnny Hollow - Dirty Hands Gothic steampunk
Rasputina - Oh Perilous World Ominous Cello , some tracks very steampunk, some not as much
Zoe Keating - One Cello X 16: Natoma etherial cello with looping ( I believe it is one very cute girl with her cello 16 times) - very cool.
Life Toward Twilight - I swear by all the flowers sounds as if recorded on a wax cylinder - something about death - you can download some of their songs (not on the album) here http://www.artistserver.com/LifeTowardTwilight and here's the myspace page http://www.myspace.com/lifetowardtwilight (has some album tracks)
Attrition - All Mine Enemys Whispers: The Story of Mary Ann Cotton album apparently contains Victorian poison bottle labels, some tracks a bit heavy
Abney Park - Lost Horizons - the quintessential steampunk album, very popular in the steampunk community but doesn't have as many steam related sounds as one might expect. Maybe they could use a steam engine at some point. I'd call it steampunk alternative.
Unextraordinary Gentleman - 5 Tales From God-Only-Knows Victorian synth-punk
Rube Waddell - Hobo Train a San Francisco quartet
Rosin Coven - Penumbra violin, cellos, bass, guitar, harp, vibraphone, trombone, drums, and vocal harmonies - myspace page http://www.myspace.com/rosincoven
Vagabond Opera - Get on the train vaudeville and cabaret - and trains - http://www.myspace.com/vagabondopera - from Portland
Voltaire - Ooky Spooky A more comedic album with violins and jig worthy tunes. Also has stuff about vampires and zombies. Maybe it's Halloween steampunk.
The Ghosts Poject Electronic steampunk with some sounds of strings and drums.
Dr. Steel looks very steampunk on the website - sounds like, umm - well cool website anyway - many tracks are very heavy and some are just weird or perhaps comical? http://worlddominationtoys.com/drsteel/enter.html
Boxcar Saints - Last Things A discussion on tribe says this is steampunk, I think its more western alternative something, but maybe
The Peculiar Pretzelmen - Uncanny Eyes http://www.myspace.com/pretzelmen - a vaudeville lounge sort of thing - pretty cool. I particularly like "pass the kerosene."
St34mpunk - some kids in Louisville, Colorado, electronic techno steampunk - not too refined yet but interesting - as of now you can download everything from the myspace page
Default Dot Exe - futuristic steampunk techno - can't find anything to buy or download though. It looks like they are now Man and Machines - http://www.myspace.com/manandmachines which does not sound as steampunk but is still more industrial goth techno something
The Vernian Process A collaborative project that's popping up in the news lately, or at least in blogs. Some of it sounds like video game music.
Emilie Autumn - Great violin and femail vocals, at least until she starts screaming.
Finally - here's a radio show http://www.clickcaster.com/clockworkcabaret Some of the stuff is very good, very steampunk, and on this list already. Some of it, well there is no real genre of steampunk yet, and what they think is steampunk, I think is.... not.
And here's a blog post with some good steampunk music selections: http://www.matrix-online.net/bsfa/website/matrixonline/Matrix_Features_4.aspx