What is the origin of steampunk theme usually seen in movies and video games?

I have seen few movies and played few video games with steam punk theme. Usually these movies or games have modern day gadgets but with different looks. Most of time with steam engines, gears and round shaped stuff.

Did steam punk kind of era really exist on some part of world at some time? Or is it just a concept used? Which was the first movie, animated series or game that showed the steam punk world?