Anime

Corsets have been featured in several different anime series. Here are some examples:

Episode 9
4 minutes in, Eleanor is encouraging her maid Annie to go very tight corset

Episode 17
10m55s in, Martha tries to force Emma into a corset.

Kuroshitsuji
aka "Black Butler" has a somewhat yaoi-eroticized corset-dressing scene: http://www.youtube.com/watch?v=uEl-ZtIyVt0

One Piece
The character Nico Robin wears a corset-like top mostly to hold her chest in.

Panty Stocking
In this series, one of the villains name is Corset and a corset is actually part of ihm.