The [first music video-like]( would be [The Little Lost Child]( in 1894 (!!). This is considered more like the first illustrated song. Using a magic lantern, a series of still images were projected on a screen simultaneous to live performances.

Also, [Silly Symphony]( (1929-39) and [*Fantasia*]( (1940) were animated films/videos (the former one short)  that were structured around music. Thus, technically they are music videos.

The first music video as we know it today, was Tony Bennett's "[Stranger in Paradise]("(1953) (cannot find it online). 

The next music video was Elvis's "Jailhouse Rock" (1957)