The first advertising film lodged for copyright at the Library of Congress, 5 August 1897.
One of the films in the 3-disk boxed DVD set called "More Treasures from American Film Archives (2004)", compiled by the National Film Preservation Foundation from 5 American film archives. This film is preserved by the Library of Congress, has a running time of 29 seconds and an added piano score.
Although made by the Edison Manufacturing Company, a few years after its release Thomas Edison himself became a very ardent anti-smoking "campaigner". He said that, despite what the ad had promoted, that "We All Smoke", he would not hire someone who did. A very unusual stance for the very early-1900s.
One of the ads exhibited for free on New York rooftops in 1897 for free. The nightly spectacles attracted so many people (reportedly, thousands) that the projectionist, Edwin S. Porter was detained by police for "blacking traffic on Broadway at Thirty-Fourth Street."
This film is posted online to the Library of Congress' National Screening Room.