There may be more out there, but these are the ones I can actually think of off the top of my head. Suggestions are welcome, though.
Thing is, the two that I can think of so far also have an element of magic and supernatural to them. Not sure if Steampunk is the properly evocative term for them, but whatever.
Magic and fantasy races colliding with a version of Victorian Britain, with firearms and mechanical automotons.
While I hear the game is all kinds of troubled, the setting seems to be universally praised. (Prolly cuz it's like, not the exact same stuff that you see elsewhere!)
I'll cover them separately. The Pagans are those trying to bring about a realm of the hyper-natural, and they are in direct conflict with the Builders, who are all about the works of humankind. The Keepers lie in the background, a secret society that can bend the laws of physics. There are also wizards and other suggestions of magically able folks in the background. Many of the items you can use seem magical, too, but you also get mines (night-night mines and the kind that kill (and cause me to load a save)).
In addition to the spying eye and the flash bomb, Thief II introduces the Mechanists, a splinter group (cult, really) that has taken the Builders' belief in the artificial to their logical extremes. Here is where the steampunk is probably the strongest, with the creepy-ass machines stalking the darkness and steam-driven electrical devices that power the city lights. Probably the strongest Steampunk elements of the three extant games, due to the Mechanists no doubt.
This game sort of follows the tradition of its predecessors, although it seems more medieval to me, like the first game. I was disappointed by the chances to the basic design, but that's not what this list is for. If the first Thief tells the story of the Pagans with the Keepers in the shadows, and the second concentrates more thoroughly on the Builders and their Mechanist spawn, Deadly Shadows focuses more completely on the Keepers, which is as it should be. For all this game didn't do, it managed to hit the right note in a few key spots, but its Steampunk aesthetic isn't as strong as in II.
