Ok I thought he said dumpster diving outside appartment blocks. After a few beers things seem clearer.
(edit Apparently in the US this is not illegal. In Australia and I believe the UK there have been prosecutions for taking taking trash from people's bins, dumpsters, etc especially potentially useful (albeit destined for a landfill) materials)
Just a sidenote - taking trash from dumpsters is illegal... It's technically owned by the person who owns the bin. And once it's collected by the council / city, it belongs to them.
Just thought I'd mention that one, but otherwise... Go right ahead. I've taken coil wire from several abandoned microwaves for evil electromagnetism projects, I'm sure people aren't going to miss an old piece of junk they chucked out.
Hey... What about wreckers yards? I mean how small does this steampunk stuff need to be? How about some nice big gears from a worn out old gearbox? Wreckers yards will be stocked with them. (automobile wreckers yards are common in australia, not sure what they're called in the US)
Oh.... Those corner TV repair shops usually run by one guy, generally they have stacks and stacks of crap they don't need. I get stuff from them all the time, just bits and pieces like a single female RCA plug (yes you can get them at Dick Smiths / Radio Shack), but ever try to take in a VCR and sell it to them? They say "Look out the back" and out the back is absolutely packed full of old junk. Ask them if there is anything they don't need that has cogs and gears in it, you'd take it off their hands. It's definitely worth a shot.
Anyway... good luck with your steampunking, I'd be interested to see what you come up with.