The Iron Magus
It's set a good 235 years before "proper" steampunk, but Marvel: 1602 is definitely an interesting read.
2nd-ed; and as previously recommended, in a similar vein is one of the "else worlds" of Batman from DC, "Gotham By Gaslight". Recently for the Countdown Crisis in the DC-verse, that incarnation of Batman was pitted in an arena against other "else world" Batmans... but it has no Steampunk flair to it whatsoever. I think on the whole, the
Hellboy series could be considered rather Steampunk.