The first steam engine was invented by Herron of Alexandria around 150BC (actual date is unknown -- that whole Alexandrian library arson thing :/ and books disagree on dates). The history channel (or was it discovery) called this person Mechanos - I'm not sure where that name came from, but it fits :P
So basically, it is a sealed pressure vessel with steam outlets. Hot steam is pumped in (or generated within) and the steam outlets provide a torque based on their perpendicular component to the radius of rotation. You also need some sort of bearing to allow for rotation ;)
Well, pressure vessel could be a fancy name for soda can....
1 Un-opened soda (or other) can
A few feet of fishing line or other thing string
Awl or other hole punching device
4 tea lights
Two magnets and two ball bearings :P
Videos on steps 1 and 3 ;)
Step 1: Prepping the Can
Using an awl or other suitable tool -- puncture a small hole about an inch from the top of the can. Be sure to do this in your bathtub/show/sink as it will spray out soda. Then have fun and shake it up to get as much out as possible (or suck the soda out).
Next twist the top tab around and bend it upwards. Remember the goal is to make a sealed pressure vessel with one outlet for steam. If you break the seal, you'll need a new can and you'll need to start over.
Now (as I discovered in my second attempt), only puncture one hole -- and then slightly dent the can so that the hole points to one side.