In 1798 Richard Trevithick built his first high pressure or "strong steam" engines. The engines were more effective than those produced by James Watt and, crucially, they were small enough to make steam powered land transport a practical possibility. A story still told in Trevithick's home town of Camborne says that Trevithick was so outraged by the charges levied by local waggoners, that he connected one of his engines to some driving wheels and created the world's first steam carriage; which he named "The Puffing Devil". Whatever Trevithick's motivation, on Christmas Eve, 1801 he drove The Puffing Devil up Camborne Hill. An event celebrated in this song. 

The replica of the Puffing Devil built by enthusiasts in Camborne, Cornwall

Reference. Oxford Dictionary of National Biography, Richard Trevithick