I'm on Warlord, I've had Steam Power for 200 years, and just got Refining. There's no coal or oil anywhere on the map. I don't have any, and the computer doesn't, either.
Seriously, I've even dropped off explorers and explored my opponents continents. No oil or coal anywhere. I can't trade for any because none of my opponents has any.
Do my opponents need to discover Steam Engine and Refining before it shows up?
This is actually the second time it's happened. I quit the first game because I thought I was unlucky.
I've had that happen... it was on a Large map. I eventially found oil, the only two tiles on the entire map were within 1 tile of each other on a remote continent.