Of course, various episodes gives us some info as to Steed's remarkable past, such as his apparent time at Nee Sang (Room Without A View), his being a brief prisoner around 1958 (Man With Two Shadows) , his being shot three times and having a fractured thigh going over the Berlin wall the first time (Obsession), his help escaping Hungary with two agents (Get-A-Way), his past childhood and history with Mark Crayford (Dead Men Are Dangerous), his having at least one niece (Love All), and one nephew (Forget the episode--playing with the boy's flying airplane gift in his flat). He probably was in Africa and met Nsonga before (Have Guns..Will Haggle)--at least, they know each other. Did he once see a ghost?--we are lead to believe so with his dancing around the issue with Mrs. Peel (The Living Dead). Of course he was in WWII and afterwards helped bag war profiteers (Game).
The cattle drive when he was 20 (Hostage) we just have to realize was a big fat lie to poor Susie, who know doubt he dropped as a girlfriend, as per his habit, no doubt soon after.
Those are just off the top of my head. Probably other episodes give us more info, but it's been a long work day for me and I'm hungry!
Mona