Maggie Killjoy's steampunk choose-your-own-adventure ("Adventure-of-Your-Own-Choosing") novel What Lies Beneath the Clock Tower is a delight. Killjoy is founder of the fabulous Steampunk Magazine, and she's brought her pitch-perfect steampunk sensibility to the CYOA genre with this rousing story of a dissolute dandy who discovers goblins fomenting rebellion in his clock-tower and makes common cause with them against the horrible, cheerful, sadistic gnomes who have enslaved goblins to their brutal clockmaking practices for generations.
There are many different ways the story can proceed, of course, but if you make your way through to the end, you'll discover that Killjoy's not just spinning a shaggy-dog story — there's a surprising amount of heart and adventure to be had if you're bold enough to choose the path of heroism.
Descend into the depths of the undercity and embroil yourself in the political struggling of colonialist gnomes and indigenous goblins. Fly in air balloons, drink mysterious and pleasant cocktails, smoke opium with the dregs of gnomish society. Or dream and speak of liberation for all the races. Fall in love and abscond into the caverns.
It's up to you, because this is an adventure of your own choosing.