Black Phoenix Alchemy Lab has an entire Steampunk line of perfume oils called the Phoenix Steamworks & Research Facility.
Scents include the title scent PHOENIX STEAMWORKS (Burnished gold and oiled bronze notes with Abramelin incense and sage), THE COIL (Ozone, eucalyptus and mint with purple orchid, passionflower, white ginger, and purple lotus), and THE ROBOTIC SCARAB (Polished metallic notes, glossy leather, frankincense, star anise, and thin lubricating oils)
Additionally, the prints by Julie Dillon are gorgeous. For example, the one below gives extra sensuality and depth to a scent like VIOLET RAY.
I'm already hoping that they'll come out with some sort of gift set, maybe in a cool gear covered box? (hm? Maaaybe?)
Oh and, before you decide you're not a Steampunk fan, BPAL also has a section for Neil Gaiman, A Picnic In Arkham, and there's the Black Phoenix Trading Post (a personal stomping ground of mine)
There's also an amazing article called "Comes a Steampunk" over at Basenotes that delves into the varying smells of "Steampunkery". Definitely worth a read.
Pardon me while I delve back into my reading...