When it comes to creating an Airship Captain costume, you have a several different choices in basic style:
One is Navy, or nautical, including Submarine Captains (such as Captain Nemo in "20,000 Leagues Under the Sea.") This type of costume could be based on traditional vintage uniforms, like these:
Another style you could choose would be Airship Pirate, which also nicely lends itself to multiculturalism!
The pirates, it seems, display almost the exact opposite characteristics from the Navy guys - no brass buttons, no stripes, no billed caps, etc. Not even various time periods! They seem to have stayed in the late 18th century, with tricorn hats, lots of leather, belts, buckles and lacings. And don't forget your eye patch - er - monoggle :)
In Steampunk, because it is a form of science fiction, you have another choice for this type of costume as well - Space Captain!
Perhaps you'll find more inspiration for your Airship Captain, Sky Pirate or Steampunk Space Farer costume by checking out these Pinboards: "Nautical Steampunk Inspiration," "Scurvy Knaves," "Yo ho ho & a bottle o' rum,"
And, of course, I cannot leave out my own personal favorite Airship Captain Cozmo Osric Galloway's pinboard "My Steampunk"!
Don't forget you can always just do a general Pinterest search for "Airship Captain" and find all kinds of fun stuff too!