In 1905, composer Camille Saint Saens recorded a performance of his Rhapsodie d’Auvergne on a piano roll using a reproducing piano manufactured by M. Welte & Sons (Welte-Mignon).
To hear a portion of it, click here.
You can listen to the entire track here, but must register first. (Registering gives you access to every track on the Naxos site: 25% of each track for free, full-length tracks from more than 5,000 CDs for $19.95.)