Steam trucks do not appear in any of the games, but they were mentioned once in the first Fallout. While it is unknown whether or not they were meant to be in the game and how, they are the only working vehicles mentioned throughout the game (not counting brahmin-pulled caravans). The only mention made of them is when the single ghoul survivor of the slaughter of Necropolis tells the Vault Dweller the super mutants invaded with steam trucks. It is plausible that the Master was transported from the Military base to the Los Angeles Vault by a steam truck.
Behind the scenesEdit
In the Fallout Bible 6, it says the steam trucks can be found "in the bowels of the F1 data archive". According to Chris Avellone they're only mentioned in passing for "art reasons and gameplay reasons (Where's the steam truck?! I want to drive it!)".
One thing to note is that "steam-powered" may mean that the trucks used a steam engine powered by uranium fission (a smaller version of the engine used by nuclear submarines).