Some say that the earliest film is Eadweard Muybridge’s series of still photographs of a race horse from 1878. These photos and others were animated in 2006 to give the appearance of a motion picture as in the video below.
However, the first motion picture camera was invented by Frenchman Louis Le Prince and the first true motion pictures are Roundhay Garden Scene, Traffic Crossing Leeds Bridge, and Accordion Player all filmed in 1888.
Le Prince exhibited his films in 1888 privately and planned to exhibit them in the U.S. but he disappeared under mysterious circumstances in 1890. Thomas Edison and the Lumière Brothers are often hailed as the inventors of cinema but Le Prince’s invention and exhibitions predate theirs by a few years.
Man Walking Around the Corner (1887) is not a film but a frame sequence like Muybridge’s race horse photos. It is thought that Le Prince made these photos with another one of his inventions, a 16-lens camera. More on Louis Le Prince at Wikipedia.