I wrote this on a forum site where someone commented on his recent first experience with silent film (The Cabinet of Dr. Caligari) with live orchestral accompaniment and asked about other silent films to seek out, especially of the horror genre.
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I'm a big fan of silent films, and they're certainly an even more effective experience with live accompaniment.
Orchestral accompaniments are pretty rare, though, as the cost of a written music, arrangements and a full orchestra are just too high for all except special occasions. Mostly one sees them with piano accompaniment, which may, or may not, use music similar to what would have been used in the teens and twenties.
I don't know what the situation is in the UK, in the US there are a few cities where one can garner opportunities to see silent films with live music. Boston, San Francisco Bay area, LA, DC, for example. In the UK I know the British Film Institute used to show silents with live piano, assume they still do.
When it comes to film history, a film as late as 1919 is unlikely to be "the first" of anything, contrary to what promoters may say. There were thousands of films cranked out around the globe in the preceding years, and believe me they were trying every genre they could think of.
Dr. Caligari may be the first to use a deliberately surrealistic art/set design, however, which were a very creative and artistic response to the low budget necessitated by a small film company and the economic devastation of Germany in the wake of WWI (immediately prior to WWI the German film industry was probably the primary challenger to Hollywood's dominance in the world market). IIRC the style of Caligari's acting was taken from a particular avante-garde theater in Berlin, as were some of the actors.
There were plenty of silent horror films in the 1920's, when major filmmaking turned almost entirely to features. Amongst the best (and best known) are Nosferatu, The Phantom Carriage, The Phantom of the Opera, The Unknown, Häxan: Witchcraft Through the Ages, The Hunchback of Notre Dame, Faust (Murnau's version from 1926, although there were about a dozen others over the course of the silent era). Other films from the silent era have fairly strong horror elements even if they're not explicitly called horror films, for example, The Wind and The Man Who Laughs.
For silent films in general, I ran across a good list of the Top 100. Having seen about 80% of these, I would quibble with the ordering, but not with the fact that these are certainly some mighty good silent films. Their top 10 is after the cut:
1. The General
2. Metropolis
3. Sunrise
4. City Lights
5. The Gold Rush
6. Nosferatu
7. The Passion of Joan of Arc
8. The Cabinet of Dr. Caligari
9. The Battleship Potemkin
10. Greed
http://www.silentera.com/info/top100.html I'd add that it's worth seeing any silent film, feature or short, by Buster Keaton and Harold Lloyd, and most every one by Charlie Chaplin as well.
Note that this is pretty much a list of the top silent feature films that have been easy to see over the last few decades (prior to about 1915 most silent films were 10-20 minutes in length, some quite good). A surprising number of silent films have been refound/rediscovered in the last couple of decades but haven't been widely seen by enough people to make such a list, even though some are very good.
And what you might see varies a lot. Most any film from prior to 1923 (and many silents from after) are in the public domain, hence most anyone can put out some beat up, sliced and diced, muddy and blurry DVD from some many times duped and battered 16mm print. I have, for example, seen more than one truly unwatchable video of Dr. Caligari, one of the most distributed of silent films because, along with Metropolis (with some really bad versions out, too), it's one of the best known. Let the buyer (or renter, or ticket buyer) beware.