The Cavalier's Dream (1898)
He sits asleep at a bare table; old witch enters, raps three times, then disappears; cavalier sees table spread for a sumptuous repast. Mephistopheles appears; then the old witch, who suddenly changes to a beautiful young girl. The changes and magical appearances are startling and instantaneous.
Source: Edison Catalog
This is probably Edwin S. Porter's first movie made as a director, and he moved to direct from earlier doing some cinematography. Possibly the first American-made horror movie, trying to imitate the French Georges Méliès. The role of Edwin S. Porter is disputed, and it may be a misattribution.
As film evolved there is no question people tried to copy and experiment on others ideas, and in this short film, the ideas from France are tried out by Vitagraph. The typical devil, or Mephistopheles, is present, as well as some ghostly figures and a lot of disappearing and appearing acts. Yet, as a horror, it does not make much, as we all know from the title that it is a dream - but even so, the film has some quick action to offer and as a showcase of tricks and what the movies could do this would be the perfect entertainment of the time.