Rise of Legends. It is a real time strategy game, one of the races/civilizations, called the Vinci, is a "steampunk" race, and have some airships units as you requested.

At least there are no space marines in it....yet. :P

Final fantasy VI is steampunk i think and has airships. I remember it quite well because i got stuck on a boss that was an airship that i couldn't get past no matter what i tried.

Is this a thing yet? Is this a thing I can give my money to?

And even this! It looks like they filmed it with a brown filter. For fuck sake, color! Bright, glorious colors! Want now!

It is a quite good game, but I got bored after half of the single player campaign. I preferred Rise of nations (of which Rise of legends is a spin off) a lot more, but this one is not "steampunk".

Jade Empire has some Chinese steampunkish elements but they are light and rare...

There's a group who play a steampunk RPG and podcast all their sessions, it's pretty fun to listen to.
Search Steam, Steel and Murder on itunes
(or have a link to the RSS feed http://feeds.feedburner.com/steamsteelmurder )

Heh, i'm curious why you liked RoN more than RoL. I thought RoL was much more streamlined and manageable than RoN. Towards the end of some large RoN games, I felt completely overwhelmed with micromanagement, moreso than almost any other game I've played. I found RoL to be much more elegant in its design in this way.

Also, gameplay aside, RoL has bucketloads more character and personality than RoN does. Not as much as Dawn of War or Starcraft, but still more than the average RTS game.

First, i did not play both games so much, but overall I liked RoN more than RoL, I did not own them.

At first I really liked Legends, I love the Vinci civilization concept, but the 2 others civilizations did not appeal to me. As soon as i started the second part of the single player campaign, I started to get bored, even if the story and universe were original and of good quality.

What i liked in Nations was the random map games, evolving from stone age to future epoch with a wide range of units and technologies. I like complex games and i don't mind micromanagement.

I'd say both were good games, but not exceptional in my opinion.
If it can help you understand, I did not tried Dawn of War, and I am not a huge fan of Starcraft, which IMO lacks 'strategy' and is too much about speed, ( the famous APM).

When I have some free time (and after the huge list of waiting games), I'll probably give a try to RoN and RoL again. It will not be the first time I change opinion after a second "session"...

May be after a GoG release ?

If you have a DS, there's the JRPG Nostalgia, which is a steampunk-ish alternate universe 19th century Earth. The party flies around in an airship, and even has battles in the sky with it. :)

Well, not using steam, but wind, you have an oldie called Storm Master.

STEAMBOY! (http://en.wikipedia.org/wiki/Steamboy)

It's an anime, but still very steampunky with great visuals. Highly recommended!