This is a great question, and a somewhat complicated one.
In the late 1880′s various people began experimenting with photo, blending them together to give the illusion of a motion picture. But the technology and difficulty to capture that sort of video made motion pictures rare.
Even so, here are a couple of the very first movies:
The Horse In Motion (1878)
This groundbreaking motion photography was accomplished using multiple cameras and assembling the individual pictures into a a single motion picture. it’s something that you could do today, using a few cameras that are set to go off at an exact moment. The movie was made to scientifically answer a popularly debated question during this era: Are all four of a horse’s hooves ever off the ground at the same time while the horse is galloping? The video provedthat they indeed were and, more importantly, motion photography was born.
1888 – Roundhay Garden Scene
The world’s earliest surviving motion-picture film, showing actual consectuve action is called Roundhay Garden Scene. It’s a short film directed by French inventor Louis Le Prince. While it’s just 2.11 seconds long, it is technically a movie. According to the Guineness Book of Records, it is the oldest surviving film in existence.