In 1769 Captain Nicolas Joseph Cugnot, a French Army officer built what many consider to be the first automobile although he designed the vehicle primarily to move artillery pieces.
The Cugnot Steam car or "Steamer" was three-wheeled and could carry four persons. It had a top speed of 2 mph (3.2 km/h) and had to stop every 20 minutes to build up a fresh head of steam.
In 1825 Sir Goldsworthy Gurney a Cornish engineer invented the first high pressure ´horseless´ steam carriage, although it was not a great success, due the understandable apprehension of passengers who had to ride in a compartment situated directly above the dangerous steam boiler.
The Gurney Steamer is similar to a coach. It is mounted on 6 wheels where 4 wheels sustain the vehicle weight while the 2 front wheels, the so callet "pilot" wheels, replace the horses and are used for turning the steam carriage.
Sir Gurney later refined his design to provide a separate carriage which was hauled by the engine, known as the ´Gurney Drag´.
In 1829 this steam driven carriage journeyed from London to Bath, although it´s maiden journey was marred by an accident just outside Reading where it collided with the Bristol Mail Coach. It was later attacked by a Luddite mob outside Melksham and had to be escorted into Bath under guard. The average speed for the round trip was 15 mph and is claimed as the first long journey undertaken by a mechanised vehicle at a sustained speed.
Trevithick's 1806 High-Pressure Engine. Its compact size made steam locomotion in automotive applications and trains possible.
This same year Gurney´s steam injection system was installed in George and Robert Stephenson´s ´Rocket´ for the Rainhill Trials where it attained a speed of 30 mph, a record at that time. However Gurney´s contribution was not acknowledged by the Stephensons, as neither was Trevithicks pioneering work on high pressure steam boilers. Gurney had to later publicly rebuke claims that Stephenson was the inventor of the steam locomotive, an idea which still persists today.
Model of a 1827 Gurney at the Science Museum London
Gurney is probably best known for inventing the "Limelight".
He invented the oxy-hydrogen blowpipe, a system for burning a jet of oxygen and hydrogen to produce an intensely hot flame. He experimented with it on different substances and discovered that a brilliant light was produced when the flame was played on a chunk of lime. This was limelight, and was so intense that it could be seen 95 miles away. It found many uses in the theatre, (hence the phrase 'to be in the limelight') but it was limelight's use in lighthouses that brought Sir Gurney fame.
Here is an interesting text by Sir Gurney on his design (from hevac-heritage.org):
"My improvements in Locomotive engines and the apparatus connected threwith, consist in a certain arrangement and modification of the various essential parts of locomotive high-pressure steam engines , whereby such parts are adapted to each other , and combined together in a suitable manner for coaches or travelling carriages, so as to impel the same forward upon common roads and highways without the aid of horses, and with a sufficient speed for the conveyance of passengers and goods. And whereas it is by virtue of particular combinations of all the essential parts of locomotive engines, and of certain apparatus connected therewith, and by the adaption thereof one to another, that I have been enabled ,after long study and repeated trials, at great expence, to produce a locomotive engine, applied in a stage coach, which is capable of advancing itself in an efficient manner along a common road when loaded with passengers; hence my chief claim to improvement consists in the totality of that particular combination of parts one with another which constituted the locomotive engine or steam coach which is herein after described. By such description competent mechanicians may construct and execute locomotive engines for steam coaches after that manner which I have found to perform properly for carrying passengers on common roads. The previous attempts by other persons to attain that object have proved unsuccessful for want of knowing how to combine the parts of locomotive engines with each other and with the apparatus of travelling coaches in a suitable manner for the purpose; but I have succeeded in finding out the particular means necessary to be used for attaining the desired result"
The Steam Car Club of Great Britain
A good resource on Steam Vehicles. The Steam Car Club has a comprehensive collection of links to quality Steam Vehicle and Steam Power related sites.