There is Maricopa Live Steamers then the live steamers at McCormick Stillman RR Park in Scottsdale. The live steamers run weekends during good weather (We are in monsoon season and the park sustained a lot of damage this past week from high winds) but should be back in operation within a week of the bad storms ending.
I am not sure of the Maricopa Live Steamers schedule but they should have a website. Several of the steamers from Scottsdale also belong to Maricopa. The best time to visit is November to May, with temperate weather and little rain.
Maricopa Live Steamers - Railroad Heritage Preservation Society