The Northern lights trilogy is set in Oxford, a city a whole 60 miles from London. Would that be sufficient?
Would a story that starts (partially) in London, but goes very far abroad meet your requirements? If so, the Leviathan trilogy by Scott Westerfeld is a fun read. Not only steampunk, but also wild genetic modifications at the same time.
It’s a fun series of books, but one that I did have to wrestle with my suspension of disbelief to continue a few times.
How about films?
Walt Disney’s Atlantis is animated but adult enough to keep most peep’s attention, plenty of steam-punk and so advanced it is magic but looks like steam punk tech.
The film’s of Terry Gilliam contain a lot of steam-punk props and themes.
The upcoming game Dishonored looks to be a Steampunk version of Assassin’s Creed. Also, awesome.
The Tv show Avatar: Legend of Korra is pretty steampunky.
The graphic novels Grandville and Grandville Mon Amour by Bryan Talbot are only partially set in London, in a setting where Napoleon was successful in founding a French Empire, from which England has recently won her independence.
Theodore Judson’s Fitzpatrick’s War might be interesting–it’s set somewhat far in the future (up to 2600, I think), but it has a society without electricity and steam-based technology. It’s grand-scale pseudo-historical narrative, I’d say.
Excuse my bias, but my husband’s first novel, Empire State, is set in New York and there are no vampires. It’s kinda noir steampunk. 
Try this short film, The Mysterious Geographic Explorations of Jasper Morello:
Sorry to take so long to reply - I’ve been reading all the responses, but have been a bit time-poor.
It is, and I love it! I’m liking the newsreel-style way they’re doing ‘previously on…’, and the way they’re not making the show a series of call backs to The Last Airbender. Korra kind of annoys me, but I’m sure that as the series progresses she gets the edges knocked off a little. I have high hopes for the series as a whole.
I’ve also read and loved His Dark Materials and the Leviathan trilogies, and am a massive China Mieville fan. I agree, N9IWP, there’s a steampunk-ish vibe to the Bas-Lag series. Magic-punk? Industrial magic-punk? Sounds like a new music genre…
All of your suggestions are lovely, and I hate to sound ungrateful. But I think I’m looking for something that’s not there. I do understand why the UK/US is the setting for so much of this genre, hell, it’s the setting for most of everything I read. I wanted to broaden my horizons a little, and read about Nairobi’s Zepplin Air Corps, and how they were intergral in fending off early colonial advances into the nation. Or how William Adams entered Tokyo under the escort of clockwork soldiers. Or how the Australian Subterraneum Interior Railway (Sydney-Perth in under eight hours) tunneled too close, and too deep, and woke what they should not…
You’re asking for what hardly exists. The U.S. and the U.K. are the setting for nearly all science fiction and fantasy (or for that matter, nearly all fiction) that’s available to read or watch in English. Yeah, it would be great if there were more fiction available to expand our horizons. Why doesn’t more of it get translated? Why doesn’t more of it get written?
I am being fussy, I know. I’d say that I’ve identified a gap in the market, but it’s not a gap as much as it’s a fractional sliver of a product that’s already pretty niche.
I suspect this is a project that will have to go on the backburner for now, however I’ve got some great suggestions anyway: The Peshwar Lancers is on its way to me, and there are a few more titles (including your husband’s, sandra_nz) on my wishlist.
Casshern fits this description too. Trailer on you tube: http://www.youtube.com/watch?v=kk9fGI90qdM
I did a review on The Clockwork Man. It was pretty good, if you consider automatons to be steampunk.
It’s more Gaslamp Romance than Steampunk, but Martha Wells’ Fall of Ile-Rien is really, really good. It does have magic, albeit a very proto-scientific type, so fair warning; but there are also airships and so on. The titular Ile-Rien has a continental feel, and a good chunk of the story is in a different place entirely, so it’s not London.
I’m halfway through Stephen Hunt’s Court of the Air; it’s primarily steampunk with fantasy elements (magic conjurers and “real” gods) taking place in fictional countries (it’s hard to say definitively that this is even supposed to be Earth, the names are common English-based names but there are sentient non-human characters). 250 pages in, there has been a vampire hinted at (something’s draining blood from unfortunate victims) but there’s absolutely no indication that it’s your typical “blah blah, I vant to suck your blood” kind of thing. It’s engaging and enjoyable.
A lot of it that gets written abroad in science fiction is set in the US. Same as, say, US comic book writers feel free to insert feudal countries into Europe, or US novelists to have social situations in Europe or Latin America which are completely irreal, many non-English writers reckon that “if you want to write about a place where people may do things that would be considered crazy here, just set it in the US - after all, American media has them doing crazy things all the time.” There’s legal figures which exist Over There but not Over Here (such as citizen’s arrests), there is a whole body of art where things that are completely illogical get done all the time (such as leaving someone strung to a light pole and expecting that he’ll end up in jail), and our readers don’t care that el Condado de San Patrás del Pino Verde (Oregón) does not exist any more than American readers care about the nonexistence of Latveria or Wakanda.