There are competing claims to the world's first film between the "Lumiere Brothers" and "Le Prince". A wikipedia page on the world's first films released says that Le Prince created his film in 1888, a movie that lasts only 2.11 seconds and the Lumiere Brothers created their film in 1895.
The first film (titled Sortie d'usine and made in 1895) featured a camera focused on the entrance of the Lumiere Brother's factory and had people exiting the factory. The camera was stationary and the movie featured nothing else.
George Melies created the second film in 1896. He was previously a magician who found potential in film production, so he got himself a camera, made a small scene and created a studio and then filmed "The Vanishing Lady". Since he experimented when making this film, it was one of the most advanced films for quite a while. It featured in-camera editing where the camera is paused at a certain point in the film and something in the scene is changed, added or removed. The problem with this is that it requires great skill and timing to make sure that the actors don't move when the camera is paused and that there is as little a jump between the cut as possible. The celluloid was also painted on to add colour to the movie. This was done to the film "The Great Train Robbery" in the scene where the robbers celebrate after successfully stealing the money from a train.
The next film, made by G.A. Smith in 1898 and titled "The Miller and The Sweep" featured a comedic short where a miller exits his mill and bumps into a chimney sweep. They both get dirty and start to fight, at which point the sweep runs away and the miller follows. A few seconds later a mob from possibly a nearby settlement or workplace start to follow as well. Advancing from the previous films, G.A. Smith introduced a little bit of story with a mix of comedy. The camera is still stationary and there are no scenes, but we see the miller getting closer to the camera and people entering and leaving the frame.
George Melies also made the film "An Impossible Voyage" (1904) which was the first colour film back then as it was all painted. It featured special on-set effects such as smoke and an explosion as the train crashed on the alien planet and some set movements such as the sun and clouds being moved by people behind the set.
The next film, by G.A. Smith in 1899, is titled "The Kiss in The Tunnel" features 3 scenes and a moving camera as well as a story. The film starts with a train nearing the camera and then the camera moves towards a tunnel. As it gets nearer the scene changes to a set which was decorated as the inside of a train carriage. There we see two actors, a man and a woman both reading a newspaper, presumably. Then after some messing around, the man kisses the woman 3 times. At the time, this was a very intense scene and many people were shocked that this happened. Then the movie changes to the third and last scene where the camera is moving out of the tunnel. It is quite obvious now that these are filmed at different locations at different times, but these were very basic editing techniques but people back then probably couldn't tell the differences apart.
Edwin Porter joined the film industry at this stage by creating the film "The Life of An American Fireman" in 1903. The film featured a woman in a burning house on the second floor in her bedroom. She quickly faints from either shock or fear. She was seen waving her arms at her bedroom window, either signalling the firemen outside of her house or trying to break it open somehow. We then see the top of a ladder land on the window sill outside and the window being smashed open by a fireman shortly afterwards. He grabs her and takes her outside where she wakes up and informs him about her child. The fireman rushes back into the building and rescues her child as well. This was filmed from two stages.
Charles Pathe then entered the film industry with his revolutionary film "The Horse That Bolted" or "The Runaway Horse" made in 1907. The film was featured a lot of cross-cutting between the horse running away from the people chasing it and the people chasing the horse (plus the worlds worst mother, constantly tipping her baby pram over).
D.W. Griffith made a revolutionary film soon after called "The Birth of A Nation" (1915). It was the first film that was over 3 hours long that had a storyline and multiple editing techniques. It featured parallel editing, jump-cuts, close-ups and shots of actors outside of the confines of a stage.
One sequence in the film lasted several minutes and consisted of jump-cuts and cross-cutting. It was the first time that such a thing was done and it changed how films were recorded after it.
