K. W. Jeter's Infernal Devices may be the first intentionally steampunk novel. (Update: in style and tone, I mean; the word had yet to be coined). Chock full of bizarre clockwork innovation, with a hero who understands it all scarcely better than you, it's more romp than adventure. I don't know why it isn't mentioned more often. Came along too early? Published in the dim, dark days of '87, when celphones were as big as your shoe and your shoes probably cost under $100.00 -- American.
For real-life steampunk, two different sources have recently recommended Michael Busby's Solving the 1897 Airship Mystery; several other books address the same topic and the consensus seems to be there is something to it.
H'mm, Tam's even got a handy Amazon link for such things....
5 weeks ago