The Dickson Experimental Sound Film (c. 1894)
Nursery Favorites (Edison, 1914)
A Few Moments with Eddie Cantor (de Forest Phonofilm, 1923):
Noble Sissle and Eubie Blake Sing Snappy Songs (de Forest Phonofilm, 1923)
President Coolidge, Taken on the White House Grounds (de Forest Phonofilm, 1924)
Gus Visser and his Singing Duck (Theodore Case, 1925)
Anna Case in La Fiesta (Vitaphone, 1926). (Although the YouTube video lists this as 1928, I believe it is actually 1926.)
George Bernard Shaw (Fox Movietone, 1928)
Finding His Voice (Western Electric, 1929)