DJ extraordinaire John Webster just turned me on to Paul Guinan’s research documenting the History of Robots in the Victorian Era.
They are so freakin’ cool.
He seems to be pushing Boilerplate, introduced in 1893 as a "a prototype soldier for use in resolving the conflicts of nations."
Guinan’s book Boilerplate: History’s Mechanical Marvel is available for purchase at the usual outlets. The video trailer is worth a watch if you’ve got two and a half minutes. (I love the still in which Boilerplate is hugging the bear. Aw!) 
But I’m personally crushing on "the world’s first robot," that "nonsentient automaton" Steam Man. Maybe it’s the stovepipe hat. Or those broad shoulders and confident grin.