Steampunk (and Dieselpunk) are unique in one sense that they correlate to unique historical aesthetic movements. While Dieselpunk could easily be said to be influence by Bauhaus, Art Deco, and Streamline Moderne, I would say that the major influence on Steampunk artistic scene would be Art Nouveau. Most individuals involved with Steampunk are familiar with the classic works of Alphonse Mucha, his unique style is still practiced my many modern artists. I did want to take a moment to highligh a few excellent examples of Art Nouveau currently on display at Deviant Art - if you wish to see more works, I'd certainly recommend starting at the Art Nouveau Club (located here)!
While I'm on the topic of Art Nouveau, Miss A.E. Flint, the author of the excellent Steampunk blog "Trial By Steam", related the unfortunate story of her relocation endeavor - and the discovery of an excellent paper design store titled Graphic 45! I stopped by, and had to concur with her estimation of the quality of their product! Needless to say, I would recommend a stop, and if you are not visiting Trial By Steam on a regular basis, I would recommend her blog become a new habit!