None of the Might & Magic mainline titles up to 9 are on Steam, although they are available on UPlay.
None of the EA/Bullfrog classics are on Steam, but they are on Origin.
The old Silmarils games (Ishar, Robinson's Requiem) are not on Steam, but are available from DotEmu.
The SSI Gold Box games, Fantasy General and Pacific General (and, as Judas pointed out, the Warhammer games) are permanent GOG exclusives.
Many of the classics like the Digital Illusions/Spidersoft Pinball games, the Sierra adventures, some older Activision titles like the Zork games, many Interplay titles like Castles and Starflight, a few LucasArts titles (Rebel Assault 1 & 2), and some of the freebies (Teenagent, Beneath a Steel Sky, Lure of the Temptress) are GOG exclusives, but may not stay that way. Activision in particular tends to not be very keen on releasing classic titles on Steam.
Conventional wisdom suggests that classic games do not sell well on Steam, which is why they end up bundled on Bundle Stars and Indie Gala pretty sharpish. I suppose that's why Valve has stemmed the flow of classic releases of late.