The imagination that goes into music videos astounds me. Yes, there are a lot of crap music videos, but the art form allows for a certain freedom of expression that leads to wild and wonderful spasms of pure creativity.
First up, Denmark, by Portland Cello Project
Of course, the classic, Cloudbusting, by Kate Bush, my first exposure to steampunk.
Sleep Isabella, by Abney Park. Just a stage performance unfortunately (which is still good, don't get me wrong). I can't wait to see what they'll do if they ever get a budget for a theatric-style music video.
Last, but not remotely least, some steampunk hiphop, Fighting Trousers, by Professor Elemental.