Its a shame I have issues with the majority of the Goth community, because this does sound like it would look pretty awesome. Would you have any examples on how you would personally do it?
The first thought that popped in my head was very, very heavy noir. That, and Nosferatu (as in the German expressionist film). That sounds incrediblly awesome (right up my alley!).
The works of HR Giger could count as fairly dieselpunk too, with a bit more of an industrial bent.
Musically, chanteuse dark cabaret musicians with husky voices- like Revue Noir and Jill Tracy- are right up the diesel alley. I could see either of those lovely, talented ladies singing in a jazz club like in Dark City.
I feel that Bioshock is pretty gothy, it holds the right mixture of dieselpunk and spookiness (insane Splicers make great antagonists), and Gary Schyman's orchestral score enhances that. The main theme, "The Ocean On His Shoulders," is downright chilling and beautiful.
Couldn't find the links, but the orchestral score and art book for Bioshock are free from Ubisoft online.
Seems natural, really. The Grimnoir book series seems both Goth and Diesel, and a lot of DP stuff has a supernatural component. And let's not forget H.P. Lovecraft!
As a "recovering goth," I've still got a strong propensity for wearing black, and the melding of these two styles is somewhat natural for me, fashion-wise. Take what I'm wearing today, for example: Black satin & lace cocktail dress (complete with mandarin collar and skinny belt below the bust), black fascinator with veil and feathers, and black t-strap heels. The outfit may fall a little more towards classic Noir than Diesel, but its all black hue combined with a rather modern cut to my very very blonde hair and clasic makeup (red lips, black eyeliner) gives the whole look an anochronistic flair that satisfies all my different tastes in clothing.
As far as into an art style, as opposed to fashion, I can imagine that there is already a good deal of this out there. It's only natural that there are others with similar background to me that express themselves through art instead of through clothing.
Two words: The Batman. Deco and dark.