The African setting is vastly underused, even more so than India. The only African based RPG in recent years was Nyambe and it was very much a fantasy version.
Returning to what is more likely your intent the 19th century and colonial eras are also underdone but do have a problem as they are not very politically correct which is unlikely to be of much concern to gamers as from what I have seen they tend more to the right than the left.
Dark Continent is the only game to specifically cover colonial Africa that I can think of though Call of Cthulhu has touched on it (most recently with their Secrets of Kenya book) though that is more 1920s than 19th century.
Even if you ignore steampunk and go for a straight historical setting the 19th century offers huge opportunities for exploration, invention, daring do, vile crimes and espionage. Britain is particularly useful with its huge, globe spanning empire and firm belief that they were in the right and that the world's oceans were Mare Nostrum. The list of incidents is enormous and ranges from the poles (Franklin in the North and seal hunting on secret sub Antarctic islands – and I am not making this up) to the highest mountains (border clashes and skulduggery in the Himalayas), densest jungles and most barren deserts. By modern standards they might have been stuffy, sexist, racist and opinionated but they got everywhere and were often not afraid to do the right thing – Rajah Brooke in Sarawak and the RN's suppression of the slave trade.
The change in technology was breathtaking, Victoria's reign stretches literally from the flintlock to the machine gun (though obsolete by her coronation there are oddly flintlock muskets bearing her cipher). The trains ran on time as well!
