Here is a link to a video clip of a steam engine I designed and built back in early 2007.
http://au.youtube.com/watch?v=bgGlk4gsqTk
In my previous job I had access to a workshop with a lathe. I had always wanted to learn how to use the lathe in the workshop, so I decided instead of just practicing on scraps of material I may as well have a go at constructing something interesting. That was where another desire came in. I had always been fascinated by those little model steam engines that people build and always wanted to build one.
After working on it over many lunch breaks the end result is what you see in the video. It is a single acting, single cylinder engine made from brass. It is mostly constructed from scrap brass that I found in the scrap bin (the exception to this was the cylinder itself which I had to cut from good stock).
The engine itself only needs 2 psi to run smoothly. Once you get above 15 psi any further increases in pressure don't result in much extra speed. I did measure the speed of the engine and at 20 psi it runs at 1200 rpm.
I haven't tried it using steam as I didn't have a source of steam, but the lab had a supply of compressed air which is what is used in the video.