As far as I know, the McKeen Car "Cuyamaca" is the oldest existing all steel passenger car in the World (in terms of the structure, the interior finish was wood,) And may also be the oldest existing aerodynamic land vehicle in the world, but I don't know this for sure. The car was finished in March of 1908, and the restored Virginia & Truckee McKeen Car #22 was finished in early 1910. If you have any insight in this field, please comment. I know the Adams Express came before the Cuyamaca, but I believe it was torn apart only years, or even months after it was constructed. Any thoughts?

I know IRT 3352 at the Seashore Trolley Museum has you beat by a few years. Built by AC&F in 1905 for the subway,

Pennsylvania Railroad P58 coach 1651 was built in 1906. It was the first all steel passenger car on the PRR and survives today at the Railroad Museum of Pennsylvania.

Ok, so there are two known examples from before 1908. What about the oldest aerodynamic land vehicle? That is other then planes and boats, do any aerodynamic trains or cars from before 1908 exist? I've seen an aerodynamic Alfa Romeo from 1914, but nothing from before that. Any thoughts?

Depending on how you define 'all-steel', Duluth Missabe & Northern/Duluth Missabe & Iron Range business car "Northland" might qualify. Built in 1916, the car is constructed entirely of steel, including its interior bulkheads, which have been painted to resemble mahogany. The only wood in the car is the furniture.

Orange Empire Ry Museum (Southern California Ry Museum, Inc.) has a 1909 all-steel baggage car from the Southern Pacific, #6340. This is one of the common standard "Harriman" arch-roof designs. This may be the oldest surviving steel, semi-elliptical roofed car as the baggage cars were completed by Pullman before any of the coaches that year.

It also has an all-steel 1911 coach, Oregon Short Line (UP) #692 from 1911. This car has steel interior partitions that were originally painted with faux wood-gaining. The original specifications called out for metal window sash; but at some time in its service life the car had these replaced with wood sash.

The NORTHLAND is a really nice car, but 1916 is way late for all steel construction, since Pullman was building their own sleepers with minimal wood since 1910 or so. The INGLEHOME at IRM is an example; it entered service in February 1911. The onlt wood I've identified in its construction are the window sash and interior window sills.