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The Difference Engine by William Gibson & Bruce Sterling
The Age of Unreason by J. Gregory Keyes (a series of four novels)
The Anubis Gates by Tim Powers
A Nomad of the Time Streams by Michael Moorcock (a series of three novels)
The Peshawar Lancers by S.M. Stirling
Perdido Street Station by China Miéville
His Dark Materials Trilogy from Philip Pullman
Morlock Night by K. W. Jeter (a sequel to Wells’ The Time Machine)
The Diamond Age by Neal Stephenson
Clockwork Heart by Dru Pagliassotti
Pavane by Keith Roberts
===Classic Anthologies===
Steampunk by Ann and Jeff Vandermeer
The Steampunk Trilogy by Paul Di Filippo
Extraordinary Engines by Nick Gevers