I hate to be that guy but I've come across this story before.
Unfortunately this picture was aparently taken by a famous photographer of his time called napoleon sarony and is believed to have been taken between 1866-1871.
A reverse image search identified the woman to be grace rawlinson a English actress who was in America in the 1870s.
According to some this story was created as an advertisement for a steampunk novel.
True! My heart sank when I saw they had identified not only the photographer but the actress in the photo.
I would rather it had stayed an unsolved mystery because it's such a beautiful story.. I especially like how she became quite the celebrity before disappearing.
I could just imagine her telling them about iPods, iPhones and trying to explain twitter haha.