Meccano was an English company that started making model construction kits in 1902. They predated Erector sets. As you can see in the above video, their old models, some of which were steam powered, are a marvel of mechanical complexity. Alas, time caught up with them and for all practical purposes the company went out of business in the 1960s
People still build the kits. Wes Dalefield has a website with a nice gallery of Meccano projects. Below are some of his pictures, there are many more pictures and projects in his gallery. There is also the International Society of Meccanomen which has a lot of information for people still fiddling with the old kits.