The Toposolitario site has a nice selection of paper models of mecha suitable for steampunk, pulp or wierd WWII games.
Steampunk
Albatross Steam Flyer Paper Model
You can download a pdf of the Albatross steam flyer shown above.
Building A Mole Machine
One of those great ideas that never was is the mole machine — a transport with a giant drill on the front that carries troops under enemy lines.
Here are some instructions for building one for your 28mm troops.
Steampunk Daedalus and Icarus
For the Victorian Science Fiction / VSF / Steampunk Fans: