Because Steampunk isn't dirty enough... I've gone diesel with a 1979 diesel Volkswagen Rabbit that's been modified to use waste vegetable oil from a separate tank.
Thus, the car can run on 3 different types of fuel; regular pump diesel, biodiesel, and veggie oil (and any variant and mixture of the three). I'm also going to use as fuel "black diesel", which is used motor oil, hydraulic fluid, transmission fluid, and variants & combinations of above. Basically, if it can burn and is oily in nature, I can probably use it as fuel.
It's the cleaning of the waste oils that is the trick -- otherwise you end up with clogged fuel filters and/or damaged engine components if the stuff is too laden with gunk. That's the biggest challenge; aside from finding myself a good reliable source of free oil(s), and where to store anything I acquire in my limited garage space....