The Arrival of a Train at La Ciotat, 1896. Almost got hit by that goddamned train, ran out of the theater and I've never been back since.
First film you saw at the cinema. The real first one, not the pretend one you tell people! Mine: The Empire Strikes Back, 1980, Wigan. We were near the front and I can still remember how massive the AT-ATs looked, looming over us out of the snow :) Film, year, where, and whatever stuck with you.