Wilson Geiger
Acolyte
Go watch the film 'Sucker Punch'. Firstly, it's a pretty cool film, with some amazing.. err.. costume design.
But also it mixes a dream-like reality, with sci fi and fantasy flavoured alternate realities. One of the sequences involves the heroines arriving in an alternate world war 1 where the enemy are clockwork and steam-powered nazi zombies. There is also a much more fantasy-esque sequence involving armies of orcs and goblins, and an angry dragon, which the heroines fight using a WW2 bomber plane.
Should give you some ideas as to how you can apply fantasy/sci-fi elements to an alternate history setting in a contemporary way.
Hopefully without the terrible ending.