Does anyone remember a Victorian short story about a

[raccoon]

Robot that would dance with women and then the robot got out of control?

[Xipe Totec]

1. Mary Shelley's Frankenstein? nt

[raccoon]

2. No this was a short story. Might have been

Early 20th century but I think 19th. I read it in a collection of ghost(or scary) stories.

[Xipe Totec]

5. Mary Shelley's Frankenstein?

Sorry, my robot is dancing with women and getting out of control.

[royable]

3. Well, it wouldn't have been called a robot since that term was first coined in the play "R. U. R."

"Rossumovi Univerzální Roboti" (Rossum's Universal Robots) by Czech writer Karel Čapek in 1920.

But to answer your question, I don't recall ever having heard of such a story.

[Xipe Totec]

6. Robot is derived from Rab - Russian for Slave. nt

[royable]

7. I was poking a little more on Wikipedia...

Try looking at the examples on the entry for "Edisonade" to see if any of them might jog your memory.
https://en.wikipedia.org/wiki/Edisonade#Examples

which mentions, for example,
In Auguste Villiers de l'Isle-Adam's 1886 novel The Future Eve Thomas Edison is tasked with the construction of a female android.

[Sneederbunk]

4. Sounds Steam Punk.

[jpak]

8. You were referring to the short Russian story entitled...

"Orange Pussy-grabbing Robot Moves On Victorian Woman like a Bitch"

By Borodin.

[IcyPeas]

9. The Silver Metal Lover by Tanith Lee?

It isn't Victorian, more dystopian, but it's similar to your description.... and it was a great sci-fi book.