Per Wikipedia, there's "The Ball Game," a silent film from 1898 showing footage of a game between the minor league Reading Phillies and Newark Bears:
https://en.wikipedia.org/wiki/The_Ball_Game
Also per Wikipedia, there's a lost 1917 silent film called "Somewhere in Georgia" that stars Ty Cobb. It's apparently fictional and based on a Grantland Rice short story, but does seemingly show him as a member of the Detroit Tigers -- at least if the extant poster advertising the film is legit:
https://en.wikipedia.org/wiki/Somewhere_in_Georgia
Also, "Slide, Kelly, Slide," a silent film from 1927 apparently shows the title character as a member of the Yankees and stars several members of the team as themselves, at least according to one description:
https://en.wikipedia.org/wiki/Slide,_Kelly,_Slide