While Macy's Animated Steampunk Wonderland Windows are fabulous have been featured prominently on the web my personal favorites are the Bergdorf Goodman windows. They do also show a nod to the Steampunk or Neo-Victorian aesthetic. Featuring Glamorous Women and Suited Beasts posing for vintage portraits as well as some windows overstuffed with fascinating specimens & curiosities.
The full curio windows also remind of Graeme Base's illustrations in
Animalia.
Here's a nice look at the fanciful Macy's windows. See some more great detail photos
here.
Saks Fifth Avenue also snuck some Steam-inspired gears into their windows.
And Lady Gaga's Workshop @ Barney's featured some very cool Deco Futuristic displays.
Most images via Refinery 29 which features a review of even more NYC windows
here.