I thought railway buffs might like this!!

meagain beat me to it. leno's museum has a number of other steam road vehicles, not just stanley's
and the brits had several major makers of steam 'lories' (i.e. trucks) including articulated ones.

(and of course for weird firsts, there was trevathic's steam omnibus, which was before even most of the early strange things on rails. granted it was a bit of a short lived novelty.)