“L’arrivée d’un train à la Ciotat” (1896) IMDb
The most iconic of the very first films shot to be projected, unlike Edison’s early films. Many of these are experimental, but most of them are surprisingly clever considering what people wanted to see back then. This included street life and workers, now useful documents of the end of the 19th century.
References here: Nanook of the North (1922).