Every movement needs its soundtrack, and steampunk is no exception. Although there is some debate as to what counts as steampunk music, if you plug a band into a list somewhere (Amazon, Spotify, Pandora) you will come up with groups that fit roughly into the category.
Abney Park into your favorite listening engine, and let the cog that is algorithm take you away on an airship ride of musicality.
This is probably my favorite explicitly steampunk band. Almost all of these bands are a little more earnest and melodramatic for my tastes, but if I'm in the mood for stuff that sounds like a soundtrack to a recent Sherlock Holmes movies, this is the ticket.
However, the entire concept of steampunk as a musical genre is open for interpretation, and one of my favorite interpretations of steampunk is that it evokes "an era that never was," alternative futures not premised out of our present and extrapolated into the far future, but rather alternative futures that are equivalent to our present but proceed as if history had developed differently.
Making use of this definition, I would list at least the following as relatively well-know steampunk bands:
Robyn Hitchcock--Imagine a trajectory where not everyone follows in the musical footsteps of The Beatles. This is not just the road not taken--it's more like platform 9 3/4. You can't get there from here.
Steely Dan--Imagine an alternative reality where when band members get together, a mysterious third being, a daemon, emerges and plays the most wonderful and scary stuff you've heard in your life.
The Traveling Wilburies--Imagine if four superstars got together and just hung out in someone's cabin in the Ozarks and sang songs together, folky and free. And they weren't superstars.
See the trend?
I think this is what at least some bands I know that are explicitly Christian have also tried to do, "steampunk" religious rock so it doesn't follow down the narrow and overbearing historical drift that is CCM.
Another example here would be U2. What if a Christian rock band were the greatest rock band in the world and regularly dropped the F-bomb in interviews and conversation (this one might be a stretch).
Examples closer to home include my friends Jonathan Rundman and Nate Houge, who write liturgical rock (that is steampunk, my friends) and also think you can have a Christian vocational rock existence that includes writing plain old rock and roll.
Here's what we can learn from this, if nothing else. Sometimes it's worth doing something just because it is worth doing, because it is arty and weird and free. And sometimes the weirdest stuff strikes a chord, and people listen and stand in awe, and are invited to expand their imaginative horizons because they hear something, and they ask, "How do people even make music like that?"
And that, whenever if happens, is a boon to theological existence.