The very first "movie posters" appeared at the same time movies were first made, around 1896. They were small posters with a vertical format, advertising the machines and the process, rather than individual movies!
Here are more important milestones in the history of movie posters (I am just writing these off the "top of my head", and I welcome any additions or corrections):
c.1898 - what is believed to be the first poster for a specific movie is seen, for the comedy short "Watering the Gardener"
c.1904 - the first traditional one-sheets for single movies appear
c.1909 - the first one-sheets with actors billed appear
c.1909 - the first exhibitor magazines appear
c.1910 - the first three-sheets appear (printed on 3 one-sheet sized pieces, hence the name)
c.1912 - the first 8x10 stills appear
c.1913 - the first six-sheets appear (printed on 6 one-sheet sized pieces, hence the name)
c.1913 - the first 14x22 window cards appear
c.1914 - the first souvenir program books appear
c.1915 - the first 11x14 lobby cards appear (the very first ones are vertically oriented)
c.1916 - the first pressbooks appear
c.1917 - the first 22x28 half-sheets (called "displays") appear
c.1920 - the first 14x36 inserts appear
c.1920 - the first 24-sheets appear (printed on 24 one-sheet sized pieces, hence the name)
c.1920 - the first studio yearbooks (also called "campaign books") appear
... to be continued!
ATTENTION ALL YOU POSTER HISTORY BUFFS! As I said above, the above chart was created in minutes, and I welcome any additions or corrections. I would LOVE to greatly expand it, and I would especially like to add similar dates for every movie poster producing country! Please email us if you have information to help make this a reality!