The Arrival of a train at la Ciotat Station - 1895
L'Arrivée d'un train en la Gare de la Ciotat
Google video broadcast
"Filmed in 1895, it was first shown to a paying audience in Paris, France on January 6, 1896. The 50-second silent film captures the entry of a steam locomotive into the train station in the French coastal town of la Ciotat. Like most of the other early Lumière films, L'Arrivée d'un train consists of a single, unedited "view" illustrating an aspect of everyday life...
The story goes that when the film was first shown, the audience was so overwhelmed by the moving image of a life-sized train coming directly at them that people screamed and ran to the back of the room."
Source text:
Wikopedia
YouTube Broadcast
http://www.youtube.com/watch?v=1dgLEDdFddk&search=ciotat