For the sake of... balance?... I would give Malifaux a 10-ish year advantage on steam power than real life had, especially Breech-side. So, it wouldn't be totally impossible for The Governer to be rolling around in a 1st-
gen Stanley.
http://en.wikipedia.org/wiki/History_of_steam_road_vehicles
Wyrd has been quiet about steam technology Earth-side, so we'll have to wait until Through the Breech drops to see if the advanced steam tech is because of some peoples' connection to technology, like Ramos or Hoffman.