Its hardly even able to be considered horror by todays standard but here for your viewing pleasure is The Haunted Castle from 1896
Since posting this (well over a year ago) I've found other versions of this little movie that have different soundtracks. Maybe the masters that were found didn't have audio on them so period music has been added. It would be fair to assume that in cinema's the audio might be seperatly played on a grammarphone in the cinema's so there might not even be any official audio to the screen play. Anyway here's another version for you guys out there:
Not much to be scared at but kinda cute in the way it was put together and well worth checking out at least once... it only goes for a few minutes anyway so you got nothing to loose!
anyway for more great horror movies and stuff check out http://www.gorenography.com