SteamPunk is a ScienceFiction sub-genre that takes as its jumping off-point the idea that 20th or 21st century technologies can be transliterated into the Victorian era. As such, it is a sub-genre of AlternateHistory, although the name is a take-off on CyberPunk. The novels are usually set sometime between 1820 and 1890. Some representative novels are:
TheDifferenceEngine, by William Gibson and Bruce Sterling
AntiIce, by Stephen Baxter
The new TV show on SCIFI, The Adventures of Jules Verne, which is quite good.
I might even add to this list the original TV show from the '60's "The Wild, WIld West" and the 1999 movie of the same name. However, unlike Sam, I wouldn't classify either of these as "quite good".
Another angle is that SteamPunk takes a possible turn of history, approximately from the Age of Steam, and translates the CyberPunk dystopian viewpoint to the resulting alternate history.
TheDiamondAge by NealStephenson is a weird twist on SteamPunk. In it, a very advanced society (they've mastered NanoTechnology, for instance) chooses to live and behave in accordance with Victorian social norms.