There are still pockets of Industrial steam in China, but steam is nearly dead in China and Chinese Railways are being modernised at an alarming rate. I vivisted Shixi in December and took plenty of photos of narrow guage freight & passenger, but was unable to travel on it
I belive there is still steam working in Myanmar (Burma), but I think the other countries that were famous for steam such as North Korea and Vietnam have replaced steam with diesel and electric traction.
When I visited Bangkok 2 years ago I stumbled upon a depot at Thornburi that had steam locos under maintaince by Thai Railways and found out that there are steam specials running on a frequent basis. I also witnessed a loco in steam at the main station (there was a movie being made). However for obvious reasons Thailand is probably best avoided until the political situation improves.
I hope this info is useful