Steam carries a whole century of cinema on its back. The same hiss that means a locomotive pulling out of a station also means a pressure leak in a thriller, a witch's cauldron in fantasy, and a kettle on the stove in a kitchen-sink drama. Context is doing most of the work, and the sound just has to be honest.
On this page sit 56 steam sound effect, including a steam train whistle held long enough for emotional cuts, steamboat horns, steam engine vents, hissing leaks, and a handful of steampunk sound effects with mechanical bite. Film foley, game level beds, and stock footage scoring all pull from here. Free MP3 download, no signup needed.