The train film that tonymclark mentions was the American one made in 1897, I believe.
The Lumi�re brothers showed 10 different scenes (each reel roughly 17 metres in length), amongst them: The Photgraphical Congress Arrives in Lyon; Cordeliers Square in Lyon, Baby's Dinner (Auguste Lumi�re's baby); The Sea; The Waterer Watered; The Blacksmith. Each film lasted scarcely more than a minute. Leaving the Lumiere Factory was the first to be shown. All this took place at the Indian Exhibition at the Grand Caf� 28 December 1895.