I once attended a lecture wherein the sociology professor discussed how one should not judge other cultures as "primitive" because they might just have different values than we do. As his example, the Romans had a steam engine, but it was just a toy, a curiosity; they didn't see any practical use for it.
I looked it up today, and found this device to be an aeolipile. Initially described by Hero of Alexandria in the first century A.D. (though Vitruvius described an aeolipile earlier than Hero, it is not clear whether it was the same device or not), the aeolipile was less a toy that a child would use and more a weird piece of equipment from The Sharper Image. A simple steam engine, the aeolipile (as it was) is a curiosity with no practical purpose. But it's still a steam engine.
Suppose, however, that Hero of Alexandria or another innovator really understood the implications of this device. If anybody really understood it and developed a high-pressure steam engine, the Roman Empire would suddenly go steampunk. Rome might still fall — a steam-powered Rome could probably more effectively defeat enemies, but it was internal strife that really shattered the Empire — but it would truly be a juggernaut astride the world while it lasted. Even the Dark Ages would look different; imagine Charlemagne and a young Catholic Church with Industrial Age technology at their disposal. The whole thing could quickly go the same way as the Civil War in Deadlands — picture the Battle of Hastings, fought with medieval tactics but powered by Victorian and World War I technology. A lot of natural defenses can be nullified by mortars and other weapons.
Note that this also assumes little differences from history as we know it; it's highly likely that the varying technology would cause history to take a much different shape. Perhaps, instead of the Dark Ages, the fall of Rome would be followed by a scientific revolution. However, given the situation in Europe, this scientific revolution might very well begin in the quiet contemplation of the monasteries, turning the Catholic Church into a haven of scientific thought. In this alternate history, scientific thought would probably be considered something one does in the service of the Church, as a method of understanding the beauty of God's creation.
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