Title speaks itself IMO.

I played a very VERY fun game in my youth called Zeus: Master of Olympus. You built a city, tried to appease Greek gods, it was just amazing.

Any newer games similar to this? And on Steam?

Is Age of Empires II HD good? It's 4.99 atm.

Well, Emperor: Rise of the Middle Kingdom is newer and part of the same Meta-series. Age of Empires II is excellent, but it's more of a traditional RTS than a city-builder. Best newer one I can point you to is Immortal Cities: Children of the Nile, it's sort of a successor to the Sierra City-builders, almost a perfect reimagining of Pharaoh. But yeah, any of the old Sierra games, Caesar, Pharaoh, Zeus, Emperor... they're all top of their class.

Theres an egyptian based one??

Yup, Caesar is Roman, Immortal Cities and Pharaoh are Egyptian, and Emperor is Chinese-themed. All of them are made by the same people that did Zeus, and are in the same style, with caveats (Zeus has the Hero/Myth missions, Emperor has the Daoist heroes to recruit through it's religion system, Pharaoh has agriculture based around the flooding of the Nile, and so on.)