Sure
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What I did was set off a soft box to my right, as you can see from the reflection on the teapot. What's not readily evident is I also set another light for the background, but I put a cardboard flag of sorts - you can sort of see it from the hard line from the background - what it does is create a contrast for the steam to be evident. The flag was short enough that it created a hard line on the right side, but not so long that it didn't affect the left side of the image so much.
I'll see if I can find a photo of my setup for you. I usually like to take photos of my lighting setups so I can remember what I did, it'll take some digging on my part. Really, the key to shooting the steam is to create a contrasting background, just enough for the steam to be evident. If you shoot it against something white (as was the case here) without creating some kind of contrast, the steam will just blend right in, hence why I did the flagging trick. My "client" (the design student) was set on having a white platform, so I was forced to use the flag to prevent the steam from getting washed out.