The first time I saw (Actor) was in the movie. ___________

Interesting query.

I know for a fact that the first time I saw Cary Grant was in Arsenic and Old Lace. (While I had seen several "classics" before that, it was the first one that absolutely convinced me that "old movies" were better than anything made now.)

Probably the first time I saw Laurel and Hardy was in The Big Noise, a picture for which, despite negative reviews, I retain a great deal of fondness.

The first time I saw Jimmy Stewart might have been It's a Wonderful Life--my parents raised me right, having us watch that one on television nearly every year--but for some reason I think it was Mr. Smith Goes to Washington.

Humphrey Bogart is a little more complicated. I know I saw and liked The Big Sleep before I saw and liked The Maltese Falcon, but... Ehh. It was either The Big Sleep or The Treasure of Sierra Madre. I know Casablanca came later.

First time I saw Grace Kelly was in Rear Window--which I distinctly remember, because it was love at first sight for me. (And a fine way to introduce her, as Hitch did there!)

I can probably add more, but these are the first that come to mind.