The first moving images of an Australian team in England are the first of the 20th-century, 1902. EDIT: no they're not, they're of 1905. UIMM there's nothing before this; there is something of WG Grace in the very late 1890s playing a few demo shots and walking to a Gentlemen v Players match.
The 1905 stuff isn't on the internet anywhere I can find using Google videos but while trying to find some Grace footage I found
this which contains it and several other interesting things (including the first known photograph of any cricket match, in 1862, something I'd never seen before just now) and is presented by that inimitable purr of John Arlott.
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