I believe the first public moving film show projected through a moving transparent strip was held on Dec 28th, 1895 in Paris. The Lumi�re brothers held their first show in the basement of Grand Caf� on the Boulevard des Capucines.
In America projecting films onto a screen, in front of an audience, was the last thing on Thomas Alva Edison's mind when he first publicly demonstrated his Kinetoscope, in 1893, at the Brooklyn Institute of Arts and Sciences. He thought the whole thing a fad and concentrated on more scietific uses of slowing and freezing motion. His patent application of 1891 included details of the images being made on a stack of paper pages that was then flicked in a viewer. The earliest surviving example is a paper print of "Fred Ott's Sneeze" lasting 5 seconds.