"Le voyage dans la lune" is generally regarded at the first science fiction film. It was made in 1902 by a french filmmaker, Georges Melies. It is based loosely on two novels by Verne and Welles (From the Earth to the Moon, and The First Men in the Moon), and it is wonderfully old fashioned. Therefore, I would argue that it counts as some of the earliest Steampunk as well. Or at the least proto-steampunk, the way that Jules Verne and H.G. Wells are themselves not exactly steampunk, because they come by their victorian-isms so honestly.
My mother has said that the French have been doing Steampunk longer than anyone else. I do not think she really meant this throw-away comment to be seriously argued, and I'm pretty sure she didn't have a voyage to the moon in mind, but there it is. Very early Steampunk. And for the record, Jules Verne, one of the ultimate inspirations for Steampunk, is French. Stay tuned for more French Steampunk in the next couple of days... As well as non-French Steampunk.
Anyway, as the oldest science fiction movie (and oldest Steampunk movie? Yes?), it is an important educational experience to watch this film. Plus, it is adorable.