The Eastman Kodak Company was founded in New York in 1892, and in 1922 they began to test out color film. Below is a sample of some of the earliest color motion picture film you will see, and more information about it is posted at Kodak's blog.
They note that it's actresses Hope Hampton, Mary Eaton and Mae Murray you'll see "in these newly preserved tests, made in 1922 at the Paragon Studios in Fort Lee, New Jersey. The Two-Color Kodachrome Process was an attempt to bring natural lifelike colors to the screen through the photochemical method in a subtractive color system. First tests on the Two-Color Kodachrome Process were begun in late 1914."
This was a full 13 years before the first full-length feature was filmed in color.